文章基本信息

标题：On Complex Random Variables
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作者：Anwer Khurshid ; Zuhair A. Al-Hemari ; Shahid Kamal 等
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：645-654
DOI：10.1234/pjsor.v8i3.534
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE In this paper, it is shown that a complex multivariate random variable is a complex multivariate normal random variable of dimensionality if and only if all nondegenerate complex linear combinations of have a complex univariate normal distribution. The characteristic function of has been derived, and simpler forms of some theorems have been given using this characterization theorem without assuming that the variance-covariance matrix of the vector is Hermitian positive definite. Marginal distributions of have been given. In addition, a complex multivariate t-distribution has been defined and the density derived. A characterization of the complex multivariate t-distribution is given. A few possible uses of this distribution have been suggested.
关键词：Complex Variables, Multivariate