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负二项分布类的条件概率封闭性
引用本文:牛燕影,王增富,田乃硕.负二项分布类的条件概率封闭性[J].数学理论与应用,2005,25(3):101-103.
作者姓名:牛燕影  王增富  田乃硕
作者单位:[1]燕山大学继续教育学院,秦皇岛066004 [2]燕山大学理学院,秦皇岛066004
基金项目:国家自然科学基金资助课题(10271102).
摘    要:在研究只允许部分服务台进入休假状态的多服务台M/M/c排队系统时,我们发现了条件Erlang分布的一些有趣的性质,进一步研究我们发现相对应离散随机状态的负二项分布也具有很好的性质(概率封闭性.本文证明了一类负二项分布的概率封闭性.它们对导出复杂排队系统中离散状态下顾客等待时问分布及保险公司中破产概率上界的计算起着重要作用.

关 键 词:概率论与数理统计  负二项分布  条件分布  条件概率  封闭性  Erlang分布  离散状态  排队系统  多服务台  破产概率
收稿时间:02 18 2005 12:00AM

The Closed Property of Conditional Probability for Negative Binomial Distribution Class
Niu Yanying ,Wang Zengfu, Tian Naishou,.The Closed Property of Conditional Probability for Negative Binomial Distribution Class[J].Mathematical Theory and Applications,2005,25(3):101-103.
Authors:Niu Yanying  Wang Zengfu  Tian Naishou  
Institution:1.College of Continuing Education, Yanshan University, Qinhuangdao, 066004;2.College of Science Yanshan University,Qinhuangdao, 066004
Abstract:We had finded some property of a Erlang distribution under the condition when we study the multi-server vacation M/M/c queue with partial servers vacations. It is similar for negative binomial distribtution under discrete state too. In this paper,we demonstrate that the closed property of conditional probability for negative binomial distribution class. It plays an important role in deriving waiting time distribution in multi-sever queuing systems under discrete state and in calculation ruin probability.
Keywords:probability and mathematical statistics negative binomial distribution conditional distribution
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