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on complex random variables
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نویسنده
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khurshid a. ,al-hemyari z.a. ,kamal s.
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منبع
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pakistan journal of statistics and operation research - 2012 - دوره : 8 - شماره : 3 - صفحه:645 -654
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چکیده
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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.
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آدرس
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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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Authors
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