dc.contributor.author 林建希 dc.date.accessioned 2017-11-14T02:50:58Z dc.date.available 2017-11-14T02:50:58Z dc.date.issued 2007-07-15 dc.identifier.citation 厦门大学学报(自然科学版),2007,(04):23-25 dc.identifier.issn 0438-0479 dc.identifier.other XDZK200704005 dc.identifier.uri https://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.abstract Subexponential 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.iso zh_CN dc.subject 重尾分布 dc.subject 次指数分布 dc.subject 次指数性质 dc.subject heavy-tailed distribution dc.subject subexponential distribution dc.subject subexponential property dc.title 关于次指数分布及其相关类的一个性质 dc.title.alternative On a Property of Subexponential Distributions and Related Classes dc.type Article
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