multivariate t distribution中文什么意思

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Some notes on parameter estimation in a class of linear models with an error vector having multivariate t distribution
分布的一類線性模型下參數(shù)估計(jì)的若干注記
( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown
然后，研究了擴(kuò)散先驗(yàn)分布下單方程模型參數(shù)的貝葉斯估計(jì)理論，證明了模型系數(shù)的后驗(yàn)分布為多元t分布，模型誤差項(xiàng)方差的后驗(yàn)估計(jì)為逆gamma分布；根據(jù)多元t分布和f分布之間的關(guān)系，構(gòu)造了模型系數(shù)線性假設(shè)檢驗(yàn)的貝葉斯方法；根據(jù)hpd置信區(qū)間構(gòu)造了隨機(jī)誤差序列自相關(guān)的貝葉斯診斷和單位根檢驗(yàn)方法，并利用單方程模型的貝葉斯推斷理論研究了方差已知時(shí)的貝葉斯均值控制圖和方差未知時(shí)的貝葉斯均值?標(biāo)準(zhǔn)差控制圖。

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