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埃尔兰分布极值的收敛速度(英文) 被引量：4

The Rate of Convergence of Extremes for the Erlang Distribution
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摘要 设{Xn,n≥1}是服从埃尔兰分布的独立同分布序列,研究了埃尔兰分布的极值分布问题,并得到了相应的收敛速度. Let {Xn,n ≥1} be an independent identically distributed random sequence with each Xn belonging to the Erlang distribution.In this note,the limiting distribution of the extremes and the associated rates of convergence are derived.
作者 熊芳 彭作祥
机构地区 西南大学数学与统计学院
出处 《西南大学学报（自然科学版）》 CAS CSCD 北大核心 2011年第3期5-8,共4页 Journal of Southwest University(Natural Science Edition)
基金 重庆市高校人才基金资助项目(120060-20600204)
关键词 埃尔兰分布 极值分布 收敛速度 Erlang distribution extreme value distribution rate of convergence
分类号 O212.1 [理学—概率论与数理统计]
  • 相关文献

参考文献11

  • 1FANG Yu-guang. Hyper-Erlang Distribution Model and Its Application in Wireless Mobile Networks [J]. Wireless Networks, 2001, 7(3) 211-219.
  • 2FRICKER C, ROBERT P, TIBI D. On the Rates of Convergence of Erlang's Model [J]. Journal of Applied Probability, 1999, 36(4).. 1167-1184.
  • 3MICHAEL V. A Note on the Rate of Convergence to Equilibrium for Erlang's Model in the Subcritical Case [J]. Journal of Applied Probability, 2000, 37(3): 918-923.
  • 4HALL P. On the Rate of Convergence of Normal Extremes [J]. Journal of Applied Probability, 1979, 16: 433-439.
  • 5HALL W J, WELLNER J A. The Rate of Convergence in Law of the Maximum of an Exponential Sample [J]. Statistica Neerlandica, 1979, 33(3): 51-154.
  • 6DE HAAN L, RESNICK S I. Second Order Regular Variation and Rates of Convergence in Extreme Value Theory [J]. Annals of Probability, 1996, 24(1): 97-124.
  • 7MLADENOVIC P, VUKMIROVIC J. Rates of Convergence in Certain Limit Theorem for Extreme Values [J]. Journal of Mathematical Analysis and Applications, 2009, 363(1)~ 287-295.
  • 8LIU Ke, PENG Zuo-xiang. The Convergence Rates of Conditional Moments [J]. 西南大学学报,自然科学版, 2007, 29 (1): 5-8.
  • 9LEADBETTER M R, LINDGREN G, ROOTZI~N H. Extremes and Related Properties of Random Sequences and Processes [M]. Berlin: Springer-Verlag, 1983.
  • 10RESNICK S I. Extreme Values, Regular Variation and Point Processes [M]. Berlin: Springer-Verlag, 1987.

同被引文献28

  • 1刘珂,彭作祥.条件矩的收敛速度[J].西南大学学报（自然科学版）,2007,29(1):5-8. 被引量：4
  • 2RESNICK S.Extreme Value,Regular Variation,and Point Processes[M].New York:Springer-Verlag,1987:39.
  • 3PAVLE M.Extreme Values of the Sequences of Independent Random Variables with Mixed Distributions[J].MATEMATИЧКИБECHИК,1999,51:29-37.
  • 4FISHER R A,TIPPET L H C.Limiting Forms of the Frequency Distribution of the Largest or Smalest Member of aSample[J].Proc Cambrige Phill Soc,1928,24:180-190.
  • 5HALL P.The Rate of Convergence of Normal Extremes[J].J Appl Probab,1979,16:433-439.
  • 6LEADBETTER M R,LINDGREN G,ROOTZEN H.Extremes and Related Properties of Random Sequences andProcesses[M].2nd.New York:Springer-Verlag,1983:39-40.
  • 7YUAN S C,HENRY T.Probability Theory:Independce,Interchange-Ability,Martingles[M].3rd.New York:Springer,1997.
  • 8Hall P. On the Rate of Convergence of Normal Extremes[J]. Journal Applied Probability, 1979, 16(2): 433-439.
  • 9Lin Fu-ming, Zhang Xin-hua, Peng Zuo-xiang, et al. On the rate of convergence of STSD extremes[J]. Communications in Statistics-Theory and Methods, 2011, 40(10): 1795-1806.
  • 10Chen Shou-quan, Huang Jian-wen. Rates of Convergence of Extreme for Asymmetric Normal Distribution[J]. Statistics and Probability Letters, 2014, (84): 158-168.

引证文献4

二级引证文献3

西南大学学报（自然科学版）
2011年 第3期

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