数学物理学报

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无结构多元 t -模型的Fisher信息阵

白鹏   

  1. 云南大学统计系 昆明 650091
  • 收稿日期:2005-10-08 修回日期:2006-12-21 出版日期:2008-02-25 发布日期:2008-02-25
  • 通讯作者: 白鹏
  • 基金资助:
    数学天元青年基金和国家自然科学基金(10261009)资助

Fisher's Information Matrix of an Unstructured

Bai Peng   

  1. Department of Statistics, Yunnan University, Kunming 650091
  • Received:2005-10-08 Revised:2006-12-21 Online:2008-02-25 Published:2008-02-25
  • Contact: Bai Peng

摘要: 对于无结构的多元 t -模型, 该文求出了其Fisher信息阵及此矩阵的逆、行列式和迹.

关键词: 多元 t -模型, Fisher信息阵, 逆, 行列式,

Abstract: The Fisher's information matrix of a sample in an unstructured multivariate t -model is calculated in this paper. Also, the inverse, the determinant and the trace of this matrix are obtained.

Key words: Multivariate t-model, Fisher''s information matrix, Inverse, Determinant, Trace.

中图分类号: 

  • 62H