衡阳师范学院学报
衡暘師範學院學報
형양사범학원학보
journal of Hengyang Normal University
2012年
6期
10~13
,共null页
特征函数 协方差 混合矩
特徵函數 協方差 混閤矩
특정함수 협방차 혼합구
characteristic function; covariance matrix; matrix trace
在非独立情况下推广了多维随机变量特征函数的二阶导数与二阶矩、二阶导数与二阶混合矩、二阶导数与协方差之间性质,并利用二维正态分布对性质进行了具体检验应用。
在非獨立情況下推廣瞭多維隨機變量特徵函數的二階導數與二階矩、二階導數與二階混閤矩、二階導數與協方差之間性質,併利用二維正態分佈對性質進行瞭具體檢驗應用。
재비독립정황하추엄료다유수궤변량특정함수적이계도수여이계구、이계도수여이계혼합구、이계도수여협방차지간성질,병이용이유정태분포대성질진행료구체검험응용。
Under the non-independent case, the conclusions and the properties are acquired by studying random variable characteristic function of the second derivative and second moments, the second derivative and the second-order mixed moments,the second derivatives between covariance matrix, and by using binary normal distribution verification it .
