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   on complex random variables  
   
نویسنده khurshid a. ,al-hemyari z.a. ,kamal s.
منبع pakistan journal of statistics and operation research - 2012 - دوره : 8 - شماره : 3 - صفحه:645 -654
چکیده    In this paper,it is shown that a complex multivariate random variable z = (z 1,z 2,...,z p)',is a complex multivariate normal random variable of dimensionality p if and only if all nondegenerate complex linear combinations of z have a complex univariate normal distribution. the characteristic function of z 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 z is hermitian positive definite. marginal distributions of z 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.
آدرس department of mathematical and physical science,college of arts and sciences, Oman, college of statistical and actuarial sciences,university of the punjab, Pakistan
 
     
   
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