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随机变量的负超可加相依及其应用(英文)
Negatively Superadditive Dependence of Random Variables with Applications
【摘要】 一个随机向量X=(X1,X2,…,Xm)称为负超可加相依(NSD),如果对每个超可加函数,E(X1X2....,Xm)≤E(Y1,Y2,…,Xm)其中Y1,Y2,...,Ym相互独立且对任意i,Yi=Xi本文研究了NSD的基本性质,给出了NSD判定的三个结构性定理,并且这些定理可用来证明许多著名的多元分布具有NSD性质.本文还给出了NSD的许多概率不等式.
【Abstract】 A random vector X = (X1, X2,... , Xm) is said to be negatively superadditive dependent (NSD) if for every superadditive function , E(X1, X2,..., Xm)≤5 E(Y1, Y2,..,Ym) where Y1, Y2,..., Ym are independent with Yi=Xi for each i. Some basic properties and three structural theorems of NSD are derived and applied to show that a number of well-known multivariate distributions possess the NSD property. Applications are also presented.
【关键词】 负相依;
负相协;
负超可加相依;
【Key words】 negative dependence; negative association; negatively superadditive dependence.;
【Key words】 negative dependence; negative association; negatively superadditive dependence.;
【基金】 NSFC Grant 19701030 and a grant of Chinese Academy of Sciences.
- 【文献出处】 应用概率统计 ,Chinese Journal of Applied Probability and Statisties , 编辑部邮箱 ,2000年02期
- 【分类号】O211.5
- 【被引频次】60
- 【下载频次】181