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Multivariate t-distribution : ウィキペディア英語版 | Multivariate t-distribution | cdf =No analytic expression| mean = if ; else undefined| median =| mode =| variance = if ; else undefined| skewness =0| kurtosis =| entropy =| mgf =| char =| }} In statistics, the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's t-distribution, which is a distribution applicable to univariate random variables. While the case of a random matrix could be treated within this structure, the matrix t-distribution is distinct and makes particular use of the matrix structure. ==Definition== One common method of construction of a multivariate t distribution, for the case of dimensions, is based on the observation that if and are independent and distributed as and (i.e. multivariate normal and chi-squared distributions) respectively, the covariance is a ''p'' × ''p'' matrix, and , then has the density : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Multivariate t-distribution」の詳細全文を読む
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