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Fisher-Z分布次序统计量的普通多元随机序

ON USUAL MULTIVARIATE STOCHASTIC ORDERING OF ORDER STATISTICS FROM FISHER-Z DISTRIBUTIONS
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摘要 本文研究了Fisher-Z分布次序统计量的随机比较问题.利用Beta随机变量的性质以及比例风险率模型的次序统计量随机比较的结论,获得了Fisher-Z分布次序统计量向量的普通多元随机序的比较,推广了文献中的相关结果. In this paper,we study the stochastic comparisons of order statistics from heterogeneous Fisher-Z components.By the properties of Beta random variable and the known stochastic comparative results of order statistics from proportional hazard rates models,we obtain the stochastic comparisons of order statistics from heterogeneous Fisher-Z components with respect to the usual multivariate stochastic order,which generalize some results in literatures.
作者 方龙祥 唐维
出处 《数学杂志》 CSCD 北大核心 2016年第1期171-176,共6页 Journal of Mathematics
基金 国家自然科学基金资助(11201003) 全国统计科学研究计划项目(2012LY158) 安徽省自然科学基金面上项目(1408085MA07) 安徽高校省级重点科学研究项目(KJ2013A137) 安徽师范大学博士科研启动基金项目(2014bsqdjj34)
关键词 普通多元随机序 次序统计量 比例风险率模型 BETA分布 Fisher-Z分布 usual multivariate stochastic order order statistics proportional hazard rates model Beta distribution Fisher-Z distribution
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参考文献11

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