关于具有中心球面对称性的随机序列

On Random Sequences with Centred Spherical Symmetry

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1981
被引 31
ABS 4

中文导读

研究了无限实随机变量序列,其中任意有限样本具有中心球面对称联合分布,并证明在给定两个随机变量M和V的条件下,序列中的变量独立同分布于正态分布N(M, V)。

Abstract

SUMMARY An infinite sequence of real random variables, any finite sample from which has a centred spherically symmetric joint distribution, is shown to have the property that, conditional on two further random variables, M and V, the variables are independent with the same normal distribution N(M, V).

概率论数理统计随机过程