摘要
(X_1,Y_1),(X_2,Y_2),…,(X_n,Y_n)为来自二维总体(X,Y)的简单随机样本,(X,Y)具有分布函数H(x,y),X(1)=min1≤i≤n{X i},X(n)=max1≤i≤n{X i},Y(1)=min1≤i≤n{Y i},Y=(28)max1≤i≤n{Y i}﹒利用Copula研究了(X(1),Y(n))、(X(1),Y(1))及(X(n),Y(n))的相关结构,并举例说明了其应用﹒事实表明,最大最小顺序统计量的相关结构包括常见的积Copula和FGM等,为构造Copula提供了新思路﹒
Assume（ X1, Y1）,（ X2, Y2）,…,（ X n, Yn） are simple random samples from the two dimensional population（X,Y） which has a distribution function H（x, y）, let X（1）= min1≤ i ≤n{ X i}, X（ n）= max1≤ i ≤n{ X i}, Y（ 1）= min1≤ i ≤n{Y i}, Y（ n）= max1≤ i ≤n{Y i}. The dependence structure about（ X（1）, Y（ n））,（X（1）,Y（1）） and（ X（ n）, Y（ n）） are studied through Copula, and some examples are given to illustrate its applications. The fact shows that the dependence structure between maximum and minimum order statistic contain common product Copula, FGM and so on, which provide a new idea for constructing copula.
作者
彭定忠
PENG Dingzhong(School of Mathematics, Hunan Institute of Science and Technology, Yueyang, Hunan 414006, China)
出处
《湖南城市学院学报（自然科学版）》
CAS
2018年第2期57-59,共3页
Journal of Hunan City University:Natural Science
基金
湖南省教育厅科研项目(15C0618)
