k**********g
发帖数: 33 | 1 n=20;
sigma=1;
A=normrnd(0,sigma,n,n);
Let V(i) = ( norm( A(:,i) ) )^2; i=1:n
what's the expected value of K=min {V(1),...,V(n)}
thanks a lot;
Simulation result shows that E(K)equals about 0.45 for all n>=2;
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if [Q,R]=qr(A);
Let S(i) = ( R(i,i))^2; i=1:n
T=min {S(1),...,S(n)}
Simulation result shows that E(K)=E(S)?
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one lemma for reference:
2mR(i,i)^2 are chi-square random variables with 2( |
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