多元t分布的一致渐进正态性  

Uniform Asymptotic Normality of Multivariate Distribution

作　　者：王灿 张宇杨 WANG Can;ZHANG Yu-yang(School of Mathematics,Chengdu Normal University,Chengdu 611130,China)

机构地区：[1]成都师范学院数学学院,四川成都611130

出　　处：《数学的实践与认识》2021年第6期272-276,共5页Mathematics in Practice and Theory

基　　金：成都市哲学社会科学规划项目(2019R30)。

摘　　要：讨论了多元t分布一致渐进正态性的条件,利用不等式法估计了二者之间的Kullback-Leibler距离,给出了Kullback-Leibler距离表达式,最后对多元t分布一致渐进正态性进行了模拟验证.In this paper,the conditions of uniform asymptotic normality of t-multivariate distribution are discussed,and the relationship between them is estimated by inequality method Kullback-Leibler Distance,gives Kullback-Leibler Distance expression.Finally,the uniform asymptotic normality of the t-distribution is verified by simulation.

关 键 词：多元T分布 Kullback-Leibler距离 一致渐近正态性 

分 类 号：O211.3[理学—概率论与数理统计]