张光远. 关于多元t分布的一些讨论[J]. Journal of Xinjiang University (Natural Science Edition in Chinese and English), 1996, (3).DOI:
关于多元t分布的一些讨论
摘要
本文用对随机向量进行变换的方法,引入了多元t分布.并讨论了它的若干性质以及它与多元正态分布的关系.
Abstract
In this paper
Multivariate t distribution is introduced by using method of transposing random vector and its some properties are given. In addition.We discuss relation between multivariate t distribution and multivariate normal distribution.