摘要
随机变量序列和的尾概率性状研究是保险精算领域的热门问题之一,而随机变量序列的和的精确大偏差则精确刻画了其尾概率的极限性态.研究长尾上带有二元负相依结构的随机变量和的精确大偏差,得到了随机变量的确定和及随机和的两种一致变化的尾概率的相应结论.
Study on the properties and the tail probability of random variable sequence is one of the hot issues in the field of insurance actuarial, whereas random variables sequences and the precise large devia?tions accurately depict the tail probability of blame.Research on the long tail with dual negative dependen?cy structure of random variables and the precise large deviations, obtained the determination of random variables and random and changes of two kinds of consistent tail probability of the corresponding conclu?sion.
出处
《湖北民族学院学报(自然科学版)》
CAS
2015年第4期396-398,共3页
Journal of Hubei Minzu University(Natural Science Edition)
基金
内蒙古民族大学科学研究基金项目(NMDTB1436
NMDTB1437)
关键词
大偏差
尾概率
长尾
二元相依
large deviation
tail probability
long tail
binary dependency