摘要
给出一种基于改进后的Stein方程求解随机变量线性组合概率分布的证明方法.基于随机变量Z_(r)和Z_(r)的线性组合H=m^(-1 )Z_r+n^(-1),利用伽马分布Γ(r,1)的Stein特征,求得关于H的Stein方程;加入二次可微函数,并采用改进后的Stein方程,求得H_(+)和H_(-)概率密度函数及显示公式.
This paper presents a method to prove the probability distribution of linear combinations of random variables based on the modified Stein equation.Based on the linear combination H=m^(-1) Z_(r)+n^(-1) of random variables Z_(r) and Zr,Stein equation about His obtained by using the Stein feature of gamma distributionΓ(r,1).By adding the quadratic differentiable function and using the improved Stein equation,the probability density function and the display formula about H_(+)and H_(-)are obtained.
作者
于海芳
YU Haifang(Department of Mathematics and Computer Science,Chaoyang Teachers College,Chaoyang Liaoning 122000)
出处
《辽宁师专学报（自然科学版）》
2024年第1期1-4,99,共5页
Journal of Liaoning Normal College(Natural Science Edition)
基金
2020年辽宁省教育厅项目(JYT20L03)。
