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批踢踢實業坊 Examination 板
[課業] 數理統計
Jul 1st 2013, 18:24, by Rotman

作者Rotman (不問歲月任風歌)

看板Examination

標題[課業] 數理統計

時間Mon Jul 1 18:24:43 2013

在黃文璋4.4節多維normal分配中 利用m.g.f證明 二次形式會趨近卡方分配時,有幾個問題請教: (1)用到 det[(1/1-2t)‧Σ] = (1-2t)^{-n}‧detΣ,請問這式如何得出? (2)另外在定理中並未提及要去證明μ是否為零向量,只有提及非零時轉求對稱矩陣C的 元素和是否為0.但解題書上有去checkμ^{t}Cμ等於0是否會推導出μ是否為零向量 定理不是已說明在中心分配與非中心分配的處理方式,而且題目已給N(0,1),這樣還需 要檢查嗎? 感謝! -- 一個人澈悟的程度 恰等于他所受痛苦的深度 ~~林語堂 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 59.120.241.229

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