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arXiv 0810.4427math.PRmath.STstat.TH
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Beta矩阵的Kshirsagar-Tan独立性及相关刻画

Kshirsagar--Tan independence property of beta matrices and related characterizations

Konstancja Bobecka, Jacek Wesołowski

摘要:

本文给出了一元β分布的一个新的独立性,它与Kshirsagar和Tan关于β矩阵的结果有关.相反,通过这个独立性的一个特征的单变量贝塔法律证明。还得到了一类包含beta矩阵的$2\times2$随机矩阵的相关刻画.主要的技术挑战是一个涉及求解相关函数方程的问题。

英文摘要:

A new independence property of univariate beta distributions, related to the results of Kshirsagar and Tan for beta matrices, is presented. Conversely, a characterization of univariate beta laws through this independence property is proved. A related characterization of a family of $2\times2$ random matrices including beta matrices is also obtained. The main technical challenge was a problem involving the solution of a related functional equation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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