椭球等高分布的逆问题

The Inverse Question of Elliptically Contoured Distribution

  • 摘要: 本文给出了 X1|X2=x2X2|X1 =x1均为椭球等高分布时,X1X2的联合分布仍为椭球等高分布的充要条件,同时证明了当X1X2x2Y2均服从椭球等高分布时,X1X2μ2C'Y2的联合分布为椭球等高分布。

     

    Abstract: In this paper, we give a necessary and sufficient condition for the joint distribution of X1 andX2 to have elliptically contoured distribution, as X1|X2 =x2 and X2|X1 =x1 are elliptically contoured distributions. Same time, we had proved that the joint distribution of X1 and X2μ2C'Y2 to have elliptically contoured distribution, whenX1|X2 =x2 and Y2 are elliptically contoured distributions.

     

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