Show simple item record

dc.contributor.author林建希
dc.date.accessioned2017-11-14T02:50:58Z
dc.date.available2017-11-14T02:50:58Z
dc.date.issued2007-07-15
dc.identifier.citation厦门大学学报(自然科学版),2007,(04):23-25
dc.identifier.issn0438-0479
dc.identifier.otherXDZK200704005
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/154758
dc.description.abstract次指数及其相关类分布在随机风险理论以及概率论其它诸多领域具有广泛应用.本文利用Lebesgue-Stieltjes积分的性质,推广了Pitman的相应结果,给出了两个非负独立随机变量最小值服从指数或次指数分布的一般性充分条件.作为推论,如果两个非负独立随机变量都服从指数或次指数分布,那么其最小值也服从指数或次指数分布.
dc.description.abstractSubexponential distribution and the correlative distribution is applied extensively in the theory of probability and stochastic risk.In this paper,the Lebesgue-Stieltjes integral was used to generalize the result in Pitmam.Let X and Y be independent nonnegative random variables.A sufficient condition was given under which the distribution of the random variable min{X,Y} belongs to the class of exponential or subexponential distributions.The sufficient condition is satisfied if the distribution of the random variable X as well as Y belongs to the class of exponential or subexponential distributions.
dc.language.isozh_CN
dc.subject重尾分布
dc.subject次指数分布
dc.subject次指数性质
dc.subjectheavy-tailed distribution
dc.subjectsubexponential distribution
dc.subjectsubexponential property
dc.title关于次指数分布及其相关类的一个性质
dc.title.alternativeOn a Property of Subexponential Distributions and Related Classes
dc.typeArticle


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record