| 多元正态分布广义方差区间估计的改进 |
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| 引用本文： | 孙孝前. 多元正态分布广义方差区间估计的改进[J]. 鲁东大学学报, 1998, 0(1) |
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| 作者姓名： | 孙孝前 |
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| 作者单位： | 淮阴师范学院数学系 |
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| 摘 要： | 讨论了多元正态分布广义方差的区间估计问题，给出了在覆盖率及长度上均优于最优仿射同变区间估计的改进估计．
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| 关 键 词： | 多元正态分布，广义方差，区间估计，Wishart分布 |
Improvement of interval estimation for generalized variance in multivariate normal distribution |
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| Sun Xiaoqian. Improvement of interval estimation for generalized variance in multivariate normal distribution[J]. Ludong University Journal (Natural Science Edition), 1998, 0(1) |
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| Authors: | Sun Xiaoqian |
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| Abstract: | The question of interval estimation for the generalized variance in multivariate normal distribution is discussed.The improvement of the best affine equivariant interval estimation both in coverage probability and in length is given. |
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| Keywords: | multivariate normal distribution generalized variance interval estimation Wishart distribution |
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