广义非中心χ~2分布的密度函数  

The Density Function of Generalized Non-Central χ~2-Statistics

作　　者：柴华金[1] 

机构地区：[1]湛江海洋大学,广东湛江524025

出　　处：《工科数学》2000年第4期65-68,共4页Journal of Mathematics For Technology

摘　　要：在多元统计分析中 ,经典样本理论向非正态样本发展时 ,椭球等高分布族理论被建立 .八十年代初期已有学者讨论了广义非中心 χ2分布的定义和分布问题 .本文导出了广义非中心 χ2分布的精确表达式 .The theory of the family of elliptically contoured distributions was established when statisticians tried to extend classical sampling theory in multivariate analysis to the case of non normal samples. Some statisticians discussed on the problem of generalized non central χ 2 statistics and its distribution in the early eighties. This paper derives an exact distribution of generalized non central χ 2 statistics.

关 键 词：密度函数 X^2分布 非中心 多元统计分析 广义 随机向量 

分 类 号：O212.4[理学—概率论与数理统计] O211.3[理学—数学]