产生多维随机变量值的脆弱模型法
A Solution of Generating Random Numbers from Multivariate Distribution in terms of the Frailty Model
摘要
利用数学中的概率积分变换及脆弱模型思想来得到实际问题中出现的多维随机变量值的选取方法
One can obtain a solution of generating random numbers of multivariate distribution which occur frequently in multivariate risking models in terms of the probability integral transform and the frailty model.
出处
《许昌学院学报》
CAS
2004年第5期15-17,共3页
Journal of Xuchang University
参考文献4
-
1Barlow R.E.,Proschan F.Statistical Theory of Reliability and life Testing[M].New York:Spriger press,1975.
-
2Hougaard P.Life Table Methods for Heterogeneous Populations:Distributions Describing the Heterogeneous[J].Biometrika,1984,71:75-83.
-
3Cox D.R.Regeression Modes and Life Table(with discussion)[J].Journal of the Royal Statistical Society,ser.B,1972,34:187-220.
-
4Alert W.Marshall and Ingerm Olkin[M].Families of Multivariate Distributions,America Association Journal.1988
-
1LAWRENCE M.LEEMIS,徐国钢.常用一元分布间的关系[J].数理统计与管理,1987,6(2):23-26.
-
2张忠占.参数的变换矩估计方法[J].系统科学与数学,1998,18(4):485-489. 被引量：3
-
3唐家银,刘娟,张明珠.Copulas于二维样本极值概率积分变换分布分析中的应用[J].河北大学学报（自然科学版）,2004,24(5):464-467.
-
4刘晓曙.基于概率积分变换与似然比的高维相关性检验[J].清华大学学报（自然科学版）,2009(3):457-460. 被引量：1
-
5李述山.阿基米德Copula函数的拟合检验[J].统计与决策,2012,28(12):76-78. 被引量：7
