摘要
本文给出了椭球等高矩阵分布的条件分布的随机表示,证明了椭球等高矩阵分布的条件分布仍是椭球等高分布.
This paper, we give a express formula of distribution for elliptically contoured matrix distributions. Same times, shows that condition distribution of elliptically contoured matrix distribution is elliptically contoured distribution yet.
出处
《应用数学与计算数学学报》
2001年第2期41-44,共4页
Communication on Applied Mathematics and Computation
关键词
椭球等高矩阵分布
条件分布
左球分布
随机表示
Ellipticolly contoured matrix distribution, condition distribution, left spherical matrix distribution.
