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服从二维指数分布的非独立随机变量的线性组合的分布 被引量:2

Exact Distributions for the Linear Combination of Bivariate Exponential Components of Dependent Variable
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摘要 国内外学者对αX+βγ的分布的研究很多,然而大部分都是在X与Y独立并且服从同一分布的前提下研究的,而对X与Y非独立的情况研究很少,至今未在国内见到相关研究成果,将基于这种考虑,以在可靠性中应用最广泛分布之一的二维指数分布为例,推出了αX+βY的分布.是受可靠性及质量工程等方面的现实例子启发下完成的. The distribution of αX + βY has been studied by several authors especially when X and Y are independent random variables and come from the same family. However, there is relatively little work of this kind when X and Y are correlated random variables. I haven't found related results in domestic so far .Based on this consideration, in this paper ,we takes bivariate exponential distribution which is widely applied in reliability as an example, derive the exact distributions of αX + βY.The work is motivated by real-life examples in quality and reliability engineering.
作者 郭云飞 尹哲
机构地区 延边大学数学系
出处 《数学的实践与认识》 CSCD 北大核心 2010年第16期179-183,共5页 Mathematics in Practice and Theory
关键词 二维指数分布 非独立 线性组合 bivariate exponential distributions dependent linear combination
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参考文献14

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同被引文献3

  • 1Arjun K Gupta, Saralees Nadarajah. Exact and approximate distributions for the linear combination of inverted Dirichlet compo- nents [ J ]. Journal of Japan Statistical Society, 2006,36 ( 2 ) : 225-236. 被引量:1
  • 2Saralees Nadarajah, Samuel Kotz. Reliability for some Bivariate exponential distributions [ J ]. Mathematical Problems in Engineer- ing,2006 (4) :1-14. 被引量:1
  • 3程侃,曹晋华.可靠性数学引论[M].北京:科学出版社,1986:188-212. 被引量:6

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