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lines changed Original file line number Diff line number Diff line change @@ -717,14 +717,14 @@ plt.show()
717717
718718这种标准化可以基于以下三个观察结果来实现。
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720- 首先,如果$\mathbf X$是$\mathbb R^k$中的随机向量,且 $\mathbf A$是常数且为$k \times k$矩阵,那么
720+ 首先,如果$\mathbf X$是$\mathbb R^k$中的随机向量,$\mathbf A$是常数且为$k \times k$矩阵,那么
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722722$$
723723\mathop{\mathrm{Var}}[\mathbf A \mathbf X]
724724= \mathbf A \mathop{\mathrm{Var}}[\mathbf X] \mathbf A'
725725$$
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727- 其次,根据 [ 连续映射定理 ] ( https://en.wikipedia.org/wiki/Continuous_mapping_theorem ) ,如果$\mathbf Z_n \stackrel{d}{\to} \mathbf Z$在$\mathbb R^k$中成立,且$\mathbf A$是常数且为$k \times k$矩阵,那么
727+ 其次,连续映射定理指出,如果$g(\cdot)$是一个连续函数,且随机变量序列$ \{ \mathbf{Z} _ n \} $依分布收敛到随机变量$\mathbf{Z}$, 那么$ \{ g(\mathbf{Z} _ n) \} $也依分布收敛到随机变量$g(\mathbf{Z})$。根据连续映射定理 ,如果$\mathbf Z_n \stackrel{d}{\to} \mathbf Z$在$\mathbb R^k$中成立,且$\mathbf A$是常数且为$k \times k$矩阵,那么
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729729$$
730730\mathbf A \mathbf Z_n
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