椭球等高分布的逆问题  

The Inverse Question of Elliptically Contoured Distribution

作　　者：胡端平[1] 

机构地区：[1]湖北教育学院数学系,武汉430060

出　　处：《应用概率统计》2000年第2期177-181,共5页Chinese Journal of Applied Probability and Statistics

摘　　要：本文给出了Ｘ１｜Ｘ２＝ｘ２和Ｘ２｜Ｘ１＝ ｘ１均为椭球等高分布时，Ｘ１与Ｘ２的联合分布仍为椭球等高分布的充要条件．同时证明了当Ｘ１｜Ｘ２＝ｘ２， Ｙ２均服从椭球等高分布时，Ｘ１与Ｘ２＝μ２＋Ｃ’Ｙ２的联合分布为椭球等高分布．In this paper, we give a necessary and sufficient condition for the joint distribution of X1 and X2 to have elliptically contoured distribution, as X1|X2 = x2 and X2|X1 = x1 are elliptically contoured distributions. Same time, we had proved that the joint distribution of X1 and X2 = μ2 + C'Y2 to have elliptically contoured distribution, when Xl|X2 = x2 and Y2 are elliptically contoured distributions.

关 键 词：条件分布 椭球等高分布 BETA分布 逆问题 β分布 

分 类 号：O211.3[理学—概率论与数理统计]