期刊文献+

右中立过程的支撑 被引量:1

The Support of Neutral to the Right(NTR) Processes
下载PDF
导出
摘要 针对非参数贝叶斯中的右中立过程先验的支撑问题展开了讨论,给出了右中立过程在两种特殊情形下的支撑:当它对应的Levy表示中没有非随机部分时,它以概率1离散;当它对应的Levy测度的支撑为(0,∞)×[0,1]时,支撑是(0,∞)上所有分布函数构成的集合. he problem concerning the support of neutral to the right processes is discussed,and two supports in two particular cases are given.In case that the non-random part of the corresponding Levy representation doesn t exist,it shows a discrete distribution around probability one;while in case that the support of the corresponding Levy measure is all of(0,∞)× then its support will be the set of all distribution functions on(0,∞).
出处 《内江师范学院学报》 2008年第12期31-32,共2页 Journal of Neijiang Normal University
关键词 非参数贝叶斯 右中立过程 支撑 Levy表示 nonparametric Bayesian neutral to the right processes support Levy representation
  • 相关文献

参考文献6

  • 1[1]Ferguson T.A Bayesian analysis of some nonparametric problems[J].Ann.Statist,1973(1):209-230.
  • 2[2]Doksum K.Tailfree and neutral random probabilities and their posterior distributions[J].The Annals of Probability,1974,(2):183-201.
  • 3[3]James L F.Poisson calculus for spatial neutral to the right processes[J].The annals of Statistics,2006,34:416-440.
  • 4[4]Ferguson T S.and Klass,M.J.A representation of independent increment processes without Gaus-sian components[J].The annals of Mathematical Statistics,1972,43:1634-1643.
  • 5[5]Hjort N L.Nonparametric Bayes estimators based on Bata process in models for life history data[J].Ann.Statist,1990,18:1259-1294.
  • 6[6]Gill R D.and Johansen,S.A survey of product-integration with a view toward application in survival analysis[J].The annals of Statistics,1990,18:1501-1555.

同被引文献6

  • 1邓永录 梁之舜.随机点过程及其应用[M].北京:科学出版社,1998.1-16.
  • 2R·卡尔斯,等.现代精算风险理论[M].唐启鹤,等译.北京:科学出版社,2005.
  • 3汉斯U·盖伯.数学风险论导引[M].成世学,严颖,译.世界图书出版公司,1997:29-39.
  • 4刘嘉锟,王公恕,等.应用随机过程[M].北京:科学出版社.2004.a7.
  • 5王丙参,田玉柱,冉延平.随机保费下带干扰的风险模型[J].渤海大学学报(自然科学版),2009,30(4):336-338. 被引量:3
  • 6王丙参,魏艳华,宋立新.带交易费终端资产的期望效用最优化[J].四川师范大学学报(自然科学版),2010,33(1):45-49. 被引量:7

引证文献1

二级引证文献6

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部