| 线性模型中期望值参数与协方差阵的关系 |
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| 引用本文： | 刘焕彬.线性模型中期望值参数与协方差阵的关系[J].黄冈师范学院学报,1996(2). |
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| 作者姓名： | 刘焕彬 |
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| 作者单位： | Huanggang teachers college，Huangzhou 436100 |
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| 摘 要： | 讨论了线性模型中期望值参数与协方差阵之间的关系，得到了结果：随机向量的值域的维数与它的协方差阵的积相等；随机向量的期望值的取值范围是该随机向量值域的凸包。
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| 关 键 词： | 线性模型 期望值 协方差阵 |
THE RELATIONS BETWEEN THE EXPECTATION AND THE COVARIANCE MATRIX IN LINEAR MODEL |
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| Liu Huanbin.THE RELATIONS BETWEEN THE EXPECTATION AND THE COVARIANCE MATRIX IN LINEAR MODEL[J].Journal of Huanggang Normal University,1996(2). |
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| Authors: | Liu Huanbin |
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| Abstract: | Relations between the expectation and the covariance matrix in the linear model were discussed. We have proved that the dimensionality of random vector's image field is equal to the rank of it's covariance matrix and the region of random vector's expectation is a convex closure of it's image field. |
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| Keywords: | linear model expectation covariance matrix |
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