退化矩阵Liouville、Beta、Dirichlet分布

数学物理学报 ›› 1997, Vol. 17 ›› Issue (3): 267-273.

退化矩阵Liouville、Beta、Dirichlet分布

汪飞星

北京科技大学北京 100083

收稿日期:1995-07-09 修回日期:1996-01-23 出版日期:1997-06-26 发布日期:1997-06-26

On Singular Matrix Liouville Singular Matrix Beta and Singular Matrix Dirichlet Distributions

Wang Feixing

Beijing University of Sciences and Technology, Beijing 100083

Received:1995-07-09 Revised:1996-01-23 Online:1997-06-26 Published:1997-06-26

摘要/Abstract

摘要： 该文引进和讨论了退化矩阵Liouville分布,由此导出退化矩阵Beta分布、退化矩阵Dirichlet分布.推广了文献[1]关于退化Wishart分布和秩为1的退化矩阵Beta分布的结果。

关键词: 左球对称分布, 退化矩阵Liouville分布, 退化矩阵Beta分布, 退化矩阵Dirichlet分布

Abstract: In this paper, we introduce and study the singular matrix Liouville distribution,from which we obtain the singular matrix Beta and the singular matrix Dirichlet distribution,and extend the results of the singular Wishart and the rank-1 singular matrix Betadistributions in[1].

Key words: Left spherical distribution, Singular matrix Liouville distribution, Singular matrix Beta distribution, Singular matrix Dirichlet distribtuion

汪飞星. 退化矩阵Liouville、Beta、Dirichlet分布[J]. 数学物理学报, 1997, 17(3): 267-273.

Wang Feixing. On Singular Matrix Liouville Singular Matrix Beta and Singular Matrix Dirichlet Distributions[J]. Acta mathematica scientia,Series A, 1997, 17(3): 267-273.