| 多元正态分布极大似然估计的一个注记 |
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| 引用本文： | 田玉柱,王丙参,冉延平.多元正态分布极大似然估计的一个注记[J].天水师范学院学报,2012,32(2):1-2. |
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| 作者姓名： | 田玉柱 王丙参 冉延平 |
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| 作者单位： | 天水师范学院数学与统计学院,甘肃天水,741001 |
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| 摘 要： | 多元正态分布是多元统计分析中的基础性分布.利用矩阵微商法,简洁地给出了多元正态分布参数的极大似然估计,校正了以往文献利用矩阵微商求极大似然估计的一些错误.
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| 关 键 词： | 多元正态分布 矩阵微商 极大似然估计 |
A Note of Maximum Likelihood Estimation of Multivariate Normal Distribution |
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| Tian Yuzhu
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Wang Bingcan
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Ran Yanping.A Note of Maximum Likelihood Estimation of Multivariate Normal Distribution[J].Journal of Tianshui Normal University,2012,32(2):1-2. |
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| Authors: | Tian Yuzhu Wang Bingcan Ran Yanping |
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| Institution: | (School of Mathemaics and Statistics,Tianshui Normal University,Tianshui Gansu741001,China) |
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| Abstract: | Multivariate normal distribution is the basic distribution of multivariate statistical analysis.The maximum likelihood estimation of multivariate normal distribution parameters was gave briefly by the method of matrix differential coefficient and some mistakes were revised in published literatures. |
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| Keywords: | multivariate normal distribution matrix differential coefficient maximum likelihood estimation |
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