张尧庭.矩阵微分——推导精确分布的工具[J].数学研究及应用,1983,3(1):179~184 |
矩阵微分——推导精确分布的工具 |
Matrix Differentials |
投稿时间:1982-03-15 |
DOI:10.3770/j.issn:1000-341X.1983.01.048 |
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摘要点击次数: 1941 |
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中文摘要: |
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英文摘要: |
In this paper, we introduce the method of matrix differentials, by which we can derive some exact distributions In 1947, Prof. P. L. Hsu gave lectures in mul-tivariate analysis at the University of North Carolina, in which he developed the matrix differential technigue for finding Jacobians of some matrix transformations. In 1951, W, L. Deemer and I; Olkin prepared an expository paper giving a systematic development with all proofs. By this method, we got some exact distributions, which appeared in [2] and other papers. |
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