摘要
标准正态总体容量为n的样本x1,x2,…,xn生成了一个n维线性空间V,证明了样本x1,x2,…,xn就是V的一个标准正交基,给出了在V中协方差与内积、独立与正交、方差与长度之间的关系,以及标准正交基与它构成的协方差矩阵的关系.
The standard normal population's sample x1,x2,…,xn,whose capacity is n,has produced a n-dimensional linear space.This article has proven that the sample x1,x2,…,xn is a standard orthogonal basis of V,and has given the relations between the covariance and the inner product,the independence and the orthogonal,the variance and the length in V,as well as the relation between the standard orthogonal basis and the covariance matrix it constitutes.
出处
《重庆工商大学学报(自然科学版)》
2010年第5期460-462,共3页
Journal of Chongqing Technology and Business University:Natural Science Edition
关键词
总体
样本
线性空间
标准正交基
normal population
sample
linear space
standard orthogonal basis