多元正态分布

得到遵从多元正态分布和遵从椭球等高对称分布的随机向量在n维空间Rn中的第一象限的概率积分值相等。

In this paper , we obtain the equality of probability integral value of random vector obeying multivariate normal distribution and elliptically contoured symmetrical distribution , in the first quadrant of n dimensional space R n.

针对求解过程中的关键问题，提出了计算多元正态分布函数的数论投点法，它结合了数论方法和蒙特卡洛方法的优点，达到了很高的效率。

In connection with the key problems in solving this kind of model , a novel method combining the advantages of number-theoretic method and Monte-Carlo method & number-theoretic Monte-Carlo method in computing multivariate normal distribution function with high efficiency have been proposed .

多元正态分布均值向量变点的Bayes检验

Bayes Tests for Change Points of Multivariate Normal Distribution Mean Vectors

Aaese（2004）产量保险模型，并借助多元正态分布函数得到其显示表达式。

Aaese ( 2004 ) quantity contract model has been extended . Moreover , this paper get the expression by multivariable normal distribution .

分别根据Q-Q图法的原理以及条件概率性质和线性回归性质检验一般分布和多元正态分布，利用模拟方法验证。

To develop and validate a new way to test random distributions and multivariate normal distributions by using simulation , based on the principle of Q-Q and the property of conditional probability and linear regression .

一般分布和多元正态分布的检验

A New Test on Random Distribution and Multivariate Normal Distribution

多元正态分布与几个常用随机函数的数字特征计算法

Moments of some functions of multivariate normal random variables

多元正态分布方差阵的估计问题

Estimation Problems About Covariance Matrix of Multivariate Normal Distribution

多元正态分布百分位面和容忍限的估计多功率移动锚节点辅助的分布式节点定位方法

The Estimation of Percent Side and Tolerance Limits of Multinormal Multi-power level mobile beacon assisted distributed node localization algorithm

然而，实际上，一个产品往往具有多个相互联系且未必呈多元正态分布的性能特征。

However , in fact , a product often has multiple interrelated performance characteristics which may not follow the multivariate normal distribution .

通过仿真结果与试验数据有机结合，该方法能够将多个不同状态下的多变量（多指标）的试验数据作为一个整体进行统计分析，给出多元正态分布均值和协方差矩阵的整体估计。

Combining the simulation results and the experiment data , it can totally infer the experiment data of the multivariate normal distributions in multi-state .

应用多元正态分布的近似计算，估测了多个性状综合选择时，所需的基础群体规模，为作物育种中的多性状遗传进度研究和群体规模估计提出了新的设想。

The number of plants ( basic population size ) needed in multiple character selection for different demands were estimated by using approximate calculation of multiple normal distribution .

基于多元正态分布的投资组合理论认为，投资者可以通过投资于低相关性的不同资产规避风险，资产间的相关性可以通过线性相关系数来度量。

Traditional portfolio theory based on multivariate normal distribution assumes that investors can benefit from diversification by investing in assets with lower correlations in order to avoid risk .

在假定随机前沿面模型中的系数为多元正态分布的情形下，采用极大似然估计法，详细推导了管理偏差服从上述各分布时的随机系数的随机前沿面模型的求解模型。

Under the assumption of coefficients distributed according to multiply normal distributions , the solving models of stochastic frontier models with random coefficients are constructed by adopting maximum likelihood estimation .

从理论上证明了当增量服从多元正态分布时，不论增量间的分量是否独立，向量的拟合等价于按各个分量的拟合。

When the increments follow multidimensional normal distribution , we showed that the fits of vectors are equivalent to the fits in according to each component , either its components are independent or not .

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。

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 .

一般情况下，金融资产收益的分布都呈现出尖峰厚尾特征，传统的多元正态分布及线性相关关系假设都可能会对实证的结果产生偏差或误导[1]。

In general , the distribution of financial assets has emerged as " high peak and fat tail " characteristics , and the traditional multivariate normal distribution and linear correlation assumptions may make bias or misleading results .

这里的分层主要是指模型中解释变量的系数会服从于一个指定的多元正态分布，而在这个多元正态分布中，其协方差矩阵中的元素假定服从于逆伽马分布。

The hierarchical here mainly refers that the coefficients of the explanatory variables in the model is a specified multivariate normal distribution . In this multivariate normal distribution , the elements of its covariance matrix are assumed to follow inverse gamma distribution .

传统的风险度量模型一般都假设多项资产收益率序列的联合分布服从多元正态分布，但大量的实证研究表明，这种假设通常与实际情况不相符合。

Most traditional risk measurement model assumed the joint distribution of the rate of return over the assets is subject to normal distribution , but a large number of empirical studies have shown that this assumption is inconsistent with the objective facts .

在此领域虽已获得了大量成果，但研究基本上是在过程检测数据服从多元正态分布和独立同分布的两个假设下进行的。

Lots of research results are obtained in this field , though which are always based on two assumptions : One is that process variables are subjected to multivariate normal distribution ; the other is that samples are subjected to independent and identical distribution ( iid ) .

多元混合正态分布情形下的外汇期权组合非线性VaR模型

Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions

传统的金融计算大多基于多元联合正态分布，运用方差&协方差法来求解投资组合（Portfolio）的在险价值（Value-at-Risk：VaR）。

Variance-Covariance Method is generally used to calculate the portfolio 's VaR ( Value-at-Risk ) in traditional Finance Metrology based on multivariate normal distribution .

尤其是验证了借助连接函数理论，能够取得比传统的多元联合正态分布模型更符合实际的VaR数据。

Especially , we verify that copula method can obtain more practical VaR value than traditional model of multivariate normal distribution .

分布式三元矢量天线二维波达方向及线极化状态估计多元混合正态分布情形下的外汇期权组合非线性VaR模型

A Distributed Vector Sensor with Three Dipoles for Two Dimensional Direction of Arrival and Linearly Polarized State Estimation Nonlinear VaR model of FX options portfolio under multivariate mixture of normal distributions

多元污染正态分布的线性判别误分率研究

On the misclassification by a linear discrimination of a contaminated multi-variate normal distribution

最后给出了多元Poisson分布与多项分布以及多元正态分布之间的关系。

At last , the relations between multivariate Poisson distribution and multinomial distribution or multivariate normal distribution are given .