数学杂志2011,Vol.31Issue(6):1063-1073,11.
矩阵F分布渐近正态分布的一种方式
A WAY OF ASYMPTOTIC NORMALITY FOR THE MATRIX F-DISTRIBUTION
摘要
Abstract
This paper concerns with the uniformly asymptotic normality of a matrix F distribution.By means of evaluating the Kullback-Leibler distance between a matrix variate F-distribution and a normal distribution,we obtain the conditions under which a matrix F distribution is uniformly asymptotic to normal distribution.关键词
矩阵Γ分布/Kullback-Leibler距离/一致渐近正态性Key words
matrix Γ-distribution/Kullback-Leibler distance/uniformly asymptotic normality分类
数理科学引用本文复制引用
李开灿,刘大飞..矩阵F分布渐近正态分布的一种方式[J].数学杂志,2011,31(6):1063-1073,11.基金项目
Supported by Education Department of Hubei Province (D20112503). (D20112503)