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随机变量的随机比较 被引量:7

Stochastic Comparisons of Random Variables
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摘要 对Lehmann和Rojo给出的关于各种随机序关系的定理作进一步推广 ;说明有序总体的同阶次序统计量仍保持序关系 ; In the present paper the authors first make a generlization of Lehmann and Rojo's theorem on the kinds of ordering relationships, then show that the i th order statistic of (X 1,...,X n) and the i th order statistic of (Y 1,...,Y n) keep the ordering relationships between X and Y for i=1,...,n. At last the authors investigate the invariance of the kinds of ordering relationships under monotone transformations and the invariance of dispersive ordering under convex(concave) functions.
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2002年第1期1-9,共9页 Journal of Jilin University:Science Edition
关键词 随机序 逆危险率序 似然比序 散度序 随机变量 随机比较 序关系 不变性 stochastic ordering hazard rate ordering reversed hazard rate ordering likelihood ratio ordering dispersive ordering
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参考文献7

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二级参考文献1

  • 1张晓冉,随机变量的随机比较 [D],1998年 被引量:1

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