Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
نویسندگان
چکیده
منابع مشابه
The Complex Multivariate Gaussian Distribution
Here I introduce package cmvnorm, a complex generalization of the mvtnorm package. A complex generalization of the Gaussian process is suggested and numerical results presented using the package. An application in the context of approximating the Weierstrass σ-function using a complex Gaussian process is given.
متن کاملThe Multivariate Gaussian Distribution
A vector-valued random variable X = X 1 · · · X n T is said to have a multivariate normal (or Gaussian) distribution with mean µ ∈ R n and covariance matrix Σ ∈ S n ++ 1 if its probability density function 2 is given by p(x; µ, Σ) = 1 (2π) n/2 |Σ| 1/2 exp − 1 2 (x − µ) T Σ −1 (x − µ). We write this as X ∼ N (µ, Σ). In these notes, we describe multivariate Gaussians and some of their basic prope...
متن کاملUnified eigen analysis on multivariate Gaussian based estimation of distribution algorithms
Multivariate Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs), and covariance matrix plays the essential role in guiding the evolution. In this paper, we propose a new framework for Multivariate Gaussian based EDAs (MGEDAs), named Eigen Decomposition EDA (ED-EDA). Unlike classical EDAs, ED-EDA focuses on eigen analysis of the covariance matrix, and i...
متن کاملOn-Line Estimation with the Multivariate Gaussian Distribution
We consider on-line density estimation with the multivariate Gaussian distribution. In each of a sequence of trials, the learner must posit a mean μ and covarianceΣ; the learner then receives an instance x and incurs loss equal to the negative log-likelihood of x under the Gaussian density parameterized by (μ,Σ). We prove bounds on the regret for the follow-the-leader strategy, which amounts to...
متن کاملModeling of Banks Bankruptcy in Iran (Multivariate Statistical Analysis)
In this paper we construct a modeling for detection of banks which are experiencing serious problems. Sample and variable set of the study contains 30 banks of Iran during 2006-2014 and their financial ratios. Well known multivariate statistical technique (principal component analysis) was used to explore the basic financial characteristics of the banks, and discriminant Logit and Probit models ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1965
ISSN: 0003-4851
DOI: 10.1214/aoms/1177700274