期刊文献+

基于特征函数的逆高斯分布统计性质研究 被引量:1

The Research of Statistical Properties for Inverse Gaussian Distribution Based on Character Function
下载PDF
导出
摘要 本文给出了基于特征函数的逆高斯分布众多统计性质的证明过程,对逆高斯分布与高斯分布的平行性质进行了归纳,对其应用特性进行了论述. This paper summarizes the processes of proofs for many statistical properties of the inverse Gaussian distribution based on the character function,concludes the parallel properties between Gaussian distribution and its inverse,and discusses the application characters of the inverse Gaussian distribution.
作者 乔舰 李再兴 范淑芬 QIAO Jian;LI Zaixing;FAN Shufen(College of Sciences,China University of Mining & Technology(Beijing),Beijing 100083,China;The High School Affiliated to Min Zu University of China,Beijing 100081,China)
出处 《高等数学研究》 2018年第4期70-73,共4页 Studies in College Mathematics
基金 国家自然科学基金(11671398) 中国矿业大学(北京)本科教育教学改革与研究项目(J180711)
关键词 逆高斯分布 特征函数 BESSEL函数 inverse Gaussian distribution character function Bessel function
  • 相关文献

参考文献3

二级参考文献14

  • 1XU Xingzhong & LI Guoying Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China,Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, China.Fiducial inference in the pivotal family of distributions[J].Science China Mathematics,2006,49(3):410-432. 被引量:17
  • 2孟生旺.广义线性模型在汽车保险定价的应用[J].数理统计与管理,2007,26(1):24-29. 被引量:32
  • 3孟生旺.广义线性模型在汽车保险定价的应用[J].数量统计与管理,2007,26(1):24-29.
  • 4Jong P d, Heller G Z. Generalized Linear Models for Insurance Data[M]. Cambridge: Cambridge University Press, 2008.
  • 5Gschlobl S, Czado C. Spatial Modelling of Claim Frequency and Claim Size in Non--life Insurance[J]. Scandinavian Actuarial Journal, 2007 (3).
  • 6Sun J F, Frees E W, Rosenberg M A. Heavy-- tailed Longitudinal Data Modeling Using Copulas[J]. Insur. Math. Econ., 2008(2).
  • 7Frees E W, Valdez E A. Hierarchical Insurance Claims Modeling[J]. Journal of the American Statistical Association, 2008,103 (484).
  • 8Frees E W, Meyers G, Cummings A D. Dependent Multi--Peril Ratemaking Models[J]. Astin. Bulletin. , 2010(2).
  • 9Shi P, Frees E W. Dependent Loss Reserving Using Copulas[J]. Astin. Bulletin. , 2011(2).
  • 10Czado C, Kastenmeier R, Brechmann E C, et al. A Mixed Copula Model for Insurance Claims and Claim Sizes[J]T. Scandinavian Actuarial Journal, 2012(4).

共引文献23

同被引文献2

引证文献1

二级引证文献1

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