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非线性消亡过程的二元相关性

Bivariate Dependence Property in Nonlinear Death Process
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摘要 多元随机变量相关性在许多方面引起关注,本文在二元随机变量之间各水平正相关及负相关的定义和相互关系的基础上讨论非线性纯消亡过程的相关水平。 The theory of multivariate dependence has attracted much interest in many areas recently. The purpose of this paper is to discuss the pure death process based on the definitions and relationships of both positive and negative bivariate dependence.
作者 周小玮
出处 《华东船舶工业学院学报》 北大核心 2005年第5期40-43,共4页 Journal of East China Shipbuilding Institute(Natural Science Edition)
关键词 多元相关 二元相关 正负相关 纯消亡过程 multivariatedependence bivariate dependence positive and negative dependence pure death process
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参考文献5

  • 1LEHMAN E L. Some concepts of dependence[J]. Ann Math Statist, 1966,37:1137-1153.
  • 2ESARY J D, PROSCHAN F. Relationship among some concepts of Bivaiate dependence[J]. Ann Math Statist, 1972,43:651-655.
  • 3SHAKE M. A family of concepts of dependence for bivariate distributions[J]. Journal of the Amer Star Asso, 1977,72:642-650.
  • 4BARLOW R E,PROSCHAN F. Statistical Theory of Reliability and Life Testing[M]. Holt, Rinehart and Winston Inc, 1975. 144.
  • 5BROWN T C,DONNELI.Y P. On conditional intensities and on Interparticle correlation in non-linear death process[J]. Adv Appl Prob,1993,25:255-260.

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