期刊文献+

混合Poisson分布随机递增的条件

Conditions on the Stochastic Increase of Mixed Poisson Distribution
下载PDF
导出
摘要 本文讨论服从混合Poisson分布的随机变量,证明了当混合参数依期望序,通常意义的随机序,增凸(凹)序,增的对数凸(凹)序,s-凸序或者下端有偏序增加时,变量本身也依相应的随机序增加。 The mixed Poisson distributed random variable is discussed in this paper. It is showed that it increases, respectively, in the sense of expectation ordering, usual stochastic ordering, increase and convex (concave) ordering, increasing and log-convex (concave) ordering, s-convex ordering and lower length-biased ordering if its mixture parameter increases according to the corresponding ordering.
机构地区 炮兵学院基础部
出处 《工程数学学报》 CSCD 北大核心 2009年第1期155-158,共4页 Chinese Journal of Engineering Mathematics
基金 国家自然科学基金(10201010)
关键词 期望序 增凸序 增的对数凸序 s-凸序 下端有偏序 混合Poisson分布 expectation ordering increase and convex ordering increasing and log-convex ordering s-convex ordering lower length-biased ordering mixed Poisson distribution
  • 相关文献

参考文献7

  • 1Kaas R, Goovaerts M Dhaene, Denuit M. Modern Actuarial Risk Theory[M]. Boston: Kluwer Academic Publishers, 2001.
  • 2Ross S. Stochastic Process[M]. New York: John Wiley and Sons, 1983.
  • 3Ross S. Introduction to Probability Models (8th Edition)[M]. New York: John Wiley and Sons, 2003.
  • 4Misra N, Singh M, Harner E J. Stochastic comparisons of Piosson and binomial random variables with their mixtures[J]. Statistics and Probability Letters, 2003, 65(4): 279-290.
  • 5Shaked M, Shanthikumar J. Stochastic Orders and Their Application[M]. Boston: Academic Press, 1994.
  • 6Muller A, Stoyan D. Comparison Methods for Stochastic Models and risks[M]. New York: John Wiley and Sons, 2002.
  • 7Alzaid A. Length-biased orderings with applications. (manuscript), 2005.

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