An integral which occurs in statistics
An integral which occurs in statistics
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统计中出现的积分
DOI:
10.1017/s0305004100011075
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发表时间:
1933
影响因子:
0.8
通讯作者:
A. E. Ingham
中科院分区:
文献类型:
--
作者:
A. E. Ingham
1. In this note we give a direct evaluation of the integral whose value has been inferred from the theory of statistics. Here A = Ap = (αμν) and C = Cp = (Cμν) are real symmetrical matrices, of which A is positive definite; there are ½ p (p + 1) independent variables of integration tμν (1 ≤ μ ≤ ν ≤ p), and tμν is written also as tνμ for symmetry of notation; in the summation ∑ the variables μ, ν run independently from 1 to p; k is a real number. A word of explanation is necessary with regard to the determination of the power |A − iT|−k. Since A is positive definite and T real and symmetric, the roots of the equation