Based on Bishop's model and by applying the first and second order mean deviations method, an approximative solution method for the first and second order partial derivatives of functional function was deduced acc...Based on Bishop's model and by applying the first and second order mean deviations method, an approximative solution method for the first and second order partial derivatives of functional function was deduced according to numerical analysis theory. After complicated multi-independent variables implicit functional function was simplified to be a single independent variable implicit function and rule of calculating derivative for composite function was combined with principle of the mean deviations method, an approximative solution format of implicit functional function was established through Taylor expansion series and iterative solution approach of reliability degree index was given synchronously. An engineering example was analyzed by the method. The result shows its absolute error is only 0.78% as compared with accurate solution.展开更多
We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certai...We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds improve the inequalities of Bennett and Hoeffding by adding missing factors in the spirit of Talagrand(1995). We also complete Talagrand's inequality by giving a lower bound of the same form, leading to an equality. As a consequence, we obtain large deviation expansions similar to those of Cram′er(1938),Bahadur-Rao(1960) and Sakhanenko(1991). We also show that our bound can be used to improve a recent inequality of Pinelis(2014).展开更多
基金Project(50378036) supported by the National Natural Science Foundation of ChinaProject(200503) supported by Foundation of Communications Department of Hunan Province, China
文摘Based on Bishop's model and by applying the first and second order mean deviations method, an approximative solution method for the first and second order partial derivatives of functional function was deduced according to numerical analysis theory. After complicated multi-independent variables implicit functional function was simplified to be a single independent variable implicit function and rule of calculating derivative for composite function was combined with principle of the mean deviations method, an approximative solution format of implicit functional function was established through Taylor expansion series and iterative solution approach of reliability degree index was given synchronously. An engineering example was analyzed by the method. The result shows its absolute error is only 0.78% as compared with accurate solution.
基金supported by the Post-Graduate Study Abroad Program sponsored by China Scholarship CouncilNational Natural Science Foundation of China(Grant Nos.11171044 and11401590)
文摘We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds improve the inequalities of Bennett and Hoeffding by adding missing factors in the spirit of Talagrand(1995). We also complete Talagrand's inequality by giving a lower bound of the same form, leading to an equality. As a consequence, we obtain large deviation expansions similar to those of Cram′er(1938),Bahadur-Rao(1960) and Sakhanenko(1991). We also show that our bound can be used to improve a recent inequality of Pinelis(2014).
