XIA Yingcun, . ON THE DENSITY FUNCTION OF T02 FROM ELLIPTICAL DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 119-124.
Citation:
XIA Yingcun, . ON THE DENSITY FUNCTION OF T02 FROM ELLIPTICAL DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 119-124.
XIA Yingcun, . ON THE DENSITY FUNCTION OF T02 FROM ELLIPTICAL DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 119-124.
Citation:
XIA Yingcun, . ON THE DENSITY FUNCTION OF T02 FROM ELLIPTICAL DISTRIBUTION[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 119-124.
ON THE DENSITY FUNCTION OF T02 FROM ELLIPTICAL DISTRIBUTION
Let X be a p-dimension random variable, and X～ECp（u1,Σ,φ）,that is, the characteristic function of X is φ（（t-μ）’Σ（t-μ））,X1,…,Xm are samples from X. In this paper we obtain the density function of T_0^2=(\barX-u)^\prime \Sigma^-1(\barX-u), \quad\left(\barX=\frac1n \sum_i=1^n X_i\right) under some assumptions.
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