Derivation of the probability distribution functions for succession quota random variables

The probability distribution functions (pdf's) of the sooner and later waiting time random variables (rv's) for the succession quota problem (k successes and r failures) are derived presently in the case of a binary sequence of order k. The probability generating functions (pgf's) of the above rv's are then obtained directly from their pdf's. In the case of independent Bernoulli trials, expressions for the pdf's in terms of binomial coefficients are also established.     

多元Beta分布特性分析

利用小样本截尾序贯检验理论,在武器系统对空中目标的命中精度检验问题中,遇到了一类多元Beta概率分布函数,讨论分析了多维Beta概率分布函数的特性并给出了概率计算表.结果对武器精度检验具有重要意义和实用价值.     

Tomography of Spin States, the Entanglement Criterion, and Bell's Inequalities

We review the method of spin tomography of quantum states in which we use the standard probability distribution functions to describe spin projections on selected directions, which provides the same information about states as is obtained by the density matrix method. In this approach, we show that satisfaction or violation of Bell's inequalities can be understood as properties of tomographic functions for joint probability distributions for two spins. We compare results obtained using the methods of classical probability theory with those obtained in the framework of traditional quantum mechanics. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 1, pp. 172–185, January, 2006.     

近壁湍流脉动的概率分布函数

采用大涡模拟方法,模拟槽道湍流,获得了不同雷诺数情形下的槽道流大涡模拟数据库．在此基础上,获得了流向和垂向脉动速度的概率分布函数,并运用假设检验,分析了其与正态分布的定量差别．进一步计算了流向和垂向脉动速度的偏斜度、平坦度,讨论了二者在粘性子层、过渡区和对数律区的变化．同时,讨论了粘性子层、过渡区和对数律区流向和垂向脉动速度概率分布函数的特点及其与湍流猝发的高速流下扫和低速流喷发事件的关系．最后,分析了雷诺数对流向、垂向脉动速度分布的影响．     

Lambert function and a new non-extensive form of entropy

We propose a new way of defining entropy of a system, whichgives a general form that is non-extensive like Tsallis entropy,but is linearly dependent on component entropies, like Renyientropy, which is extensive. This entropy has a conceptuallynovel but simple origin and is mathematically easy to defineby a very simple expression involving a derivative. It leadsto a probability distribution function involving the Lambertfunction resulting from optimizing the entropy, which has hithertonever appeared in this context, and is somewhat more complexthan the Shannon or Boltzmann form, but is nevertheless mathematicallyquite tractable. We have compared it numerically with the Tsallisand Shannon entropies. We have also considered constraints onthe energy spectra imposed by the properties of the Lambertfunction, which are absent in the Shannon form. It may turnout to be a more appropriate candidate in a physical situationwhere the probability distribution does not suit any of thepreviously defined forms, especially when the probability densityfunction sought is expected to be stiffer than that resultingfrom maximizing the other entropies. We consider the problemof defining free energy and other thermodynamic functions whenthe entropy is given as a general function of the probabilitydistribution, including that for non-extensive forms. We thenfind that the free energy, which is central to the determinationof all other quantities of interest in a thermodynamic context,can be obtained uniquely, at least numerically, even when itis the root of a transcendental equation. In particular, weexamine the cases of the Tsallis form and the new form proposedby us. We compare the free energy, the internal energy and thespecific heat of a simple system of two energy states for eachof these forms and find significant departures for some quantities,while some others are less sensitive to the parametrization.     

依概率收敛与依分布收敛的关系

本文探讨了随机变量序列依概率收敛与依分布收敛的关系 ,并给出了一个依分布收敛能保证依概率收敛的最弱的条件 ,即 :设分布函数列 { Fn(x) }弱收敛于连续的分布函数 F(x) ,则存在随机变量序列{ξn}和随机变量ξ,它们分别以 { Fn(x) }和 F(x)为其对应的分布函数列和分布函数 ,且 {ξn}依概率收敛于ξ.     

An Extremal Problem about Probability Distributions

A given probability distribution density is multiplied by all positive functions with a fixed ratio of upper and lower bounds. The products are normed so as to obtain probability densities again. The value of the variance in the class of probability distributions obtained by this sort of modification of the given distribution is studied. It is shown that the upper bound of the variance is attained for a piecewise constant modifying function shaped as a rectangular trough. A similar statement holds for the minimal variance. It is shown that the distribution with maximal variance is unique in the class in question.     

A characterization of Lévy probability distribution functions on Euclidean spaces

In 1937, Paul Lévy proved two theorems that characterize one-dimensional distribution functions of class L. In 1972, Urbanik generalized Lévy's first theorem. In this note, we generalize Lévy's second theorem and obtain a new characterization of Lévy probability distribution functions on Euclidean spaces. This result is used to obtain a new characterization of operator stable distribution functions on Euclidean spaces and to show that symmetric Lévy distribution functions on Euclidean spaces need not be symmetric unimodal.     

概率母函数在求非负整值随机变量分布的应用

主要讨论概率母函数法求解古典概率问题的应用,以及某些非负整值的随机变量的分布.     

Generalized binomial and negative binomial distributions of order<Emphasis Type="Italic">k</Emphasis> by the<Emphasis Type="Italic">l</Emphasis>-overlapping enumeration scheme

In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number of trials and derive the probability generating functions. The present work extends several properties of distributions of orderk and leads us a new type of geneses of the discrete distributions.     

有趣的随机变量和的分布算法

根据实际问题.提出计算随机变量和的分布的两种方法,即多项式相乘法和概率母函数法.     

具有两种副索赔的离散相依风险模型破产问题

考虑了一类离散相依的风险模型,该模型假设主索赔以一定的概率引起两种副索赔,而第一种副索赔有可能延迟发生.通过引入一个辅助模型,分别得出了该风险模型初始盈余为0时破产前盈余与破产时赤字的联合分布的表达式、初始盈余为"时破产前盈余和破产时赤字的联合分布的递推公式、初始盈余为0时的破产概率,以及初始盈余为"时的破产概率求解方...     

概率分布的实函数实现问题

基于一维随机变量,通过阐释概率分布实函数实现的内在本质,给出了概率分布实函数实现的一个充分必要条件,得到分布函数族及其连续性特征,揭示出概率论中分布函数定义所蕴含的合理性和深刻性.     

示性函数在初等概率论中的应用

示性函数在实分析等课程中很基本且应用广泛,但在初等概率论教材里应用不多.本文举例说明示性函数可以帮助学生理解初等概率论中一些基本概念、结论并精简其中一些计算.     

关于概率论中的分段函数问题

分段函数在概率论中有着广泛的应用.通过对几个概率问题的研究,探讨针对分段函数如何合理分段或分区域进行积分问题,体现分段函数在概率论中的重要性.     

A solution to the distribution problems arising in the studies of a two-sex population process

Given a population of two sexes, the birth rate of one sex of which depends upon the population size of the other, it is very difficult to find an explicit expression for the probability distribution of the former. In this paper we have explicitly found the probability generating function of the joint distribution from which individual probability distributions and, in particular, moments of all orders in each case can be obtained in principle. As an example, using this probability generating function we have worked out explicitly the first and second order moments of the male and female populations and the explicit expression for the distribution of the male population in a particular case. This method can be successfully applied for the same purpose in the studies of chemical and biological processes where the synthesis or production of one species depends upon the concentration of another species.     

概率思想在数学证明和计算中的应用

通过多个典型实例说明了古典概型、概率密度函数、分布函数、Cauchy—Schwarz不等式、Chebeshev不等式、数字特征等在数学证明和计算中的应用,提出了在概率论教学中对概率思想在数学证明和计算中的应用应加以介绍.     

二维连续型随机变量函数分布的一个定理

给出求二维连续型随机变量函数分布的一个定理,并籍以导出二维随机变量和差积商的概率密度函数公式.     

用数形结合法求解连续型随机变量的函数分布问题

针对概率统计课程教学中的关于"连续型随机变量函数的分布"这类难点,利用数形结合的思想,巧妙的通过一副图形完全涵盖了这一类问题所需的概率知识点,且帮助了学生后续积分的计算.表明数形结合法是一个值得在概率统计教学中推广的好方法.     

Some new properties of the Riesz probability distribution

The Riesz probability distribution on any symmetric cone and, in particular, on the cone of positive definite symmetric matrices represents an important generalization of the Wishart and of the matrix gamma distributions containing them as particular examples. The present paper is a continuation of the investigation of the properties of this probability distribution. We first establish a property of invariance of this probability distributions by a subgroup of the orthogonal group. We then show that the Pierce components of a Riesz random variable are independent, and we determine their probability distributions. Some moments and some useful expectations related to the Riesz probability distribution are also calculated. Copyright © 2017 John Wiley & Sons, Ltd.