共查询到17条相似文献,搜索用时 46 毫秒
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在Banach空间中引进了由有界线性算子引导的广义分布半群的新概念,并讨论了它的有关性质.在我们的方法中,广义分布半群的生成元可以不是稠定的.此外,还引进了退化发展方程在Laplace变换意义下的分布解,应用广义分布半群给出了退化发展方程分布解的构造性表达式. 相似文献
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分布值函数和分布的乘法(Ⅱ) 总被引:1,自引:0,他引:1
程麟趾 《数学物理学报(A辑)》1991,11(3):254-266
在超分布的代数运算的基础上定义了分布的U-乘积,具体计算了(δ~((m))(x)·δ~((n))(x))U、δ~((x))_U~n和(x~m·(δ(x))~(m+p))_U。利用U-乘积定义了分布的广义乘积,还引进了δ(x)在点a的值的概念。最后,研究了广义乘积在近代物理学中的两个应用:(1)给出了非线性波动方程的因果解;(2)给出了跃迁几率计算过程中使用的公式(δ(x))~2=δ(0)δ(x)的确切含义及证明。 相似文献
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由于巨额损失对保险公司的影响非常大,费率厘定过程中对极值分布的研究非常重视。本文从极值理论的角度出发,以上海市虹口区2003年的汽车交通事故损失数据为样本,探讨了损失分布的尾部估计方法,并利用该地区2006年的汽车交通事故损失对结论进行了验证。研究结果发现,广义帕雷托分布确实对损失额的尾部提供了较好的拟合,但这依赖于门槛值的恰当选择。传统的门槛值选择方法主观性较强,而通过重复多次的交叉验证技巧,我们可以估计广义帕雷托分布的最合适门槛值位置。 相似文献
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广义双曲线分布模型在我国证券市场风险度量中的应用研究 总被引:3,自引:0,他引:3
经济的全球化、衍生产品的大量出现以及因此导致的金融市场的动荡使得金融机构越来越需要更有效的风险管理方法。而如何精确度量风险是风险管理的关键问题。本文试图从金融收益分布假设着手改善风险度量的精度。国外学者研究发现广义双曲线分布比其它分布形式可以更好地拟合实际收益分布特征。本文首次把广义双曲线分布应用到VaR的分析方法中计算我国股票指数的VaR。实证结果表明,基于广义双曲线分布的方法得到了较好的预测结果。 相似文献
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Barry C. Arnold 《Statistics & probability letters》2011,81(8):1098-1103
Building on ideas and concepts introduced by Lad, Taylor and Hosking, a generalized Cantor distribution and a corresponding skew generalized Cantor distribution are developed and analyzed. Associated inverse distributions are also introduced. In some cases method of moment estimation is shown to be readily implemented. 相似文献
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As a new reliability test plan, generalized progressive
hybrid censoring can improve test efficiency by allowing experimenters to observe
a pre-specified number of failure samples before the final termination point.
Based on a class of widely used life distribution in life data analysis ---
generalized exponential distribution, this paper discusses its parameters
inference issue under generalized progressive hybrid censoring scheme. EM
Algorithm is used to estimate parameters of the considered model. Simulation
studies and a real-data analysis are carried out to illustrate the performance
of finite sample for the proposed procedure. 相似文献
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Summary The class of discrete distributions of orderk is defined as the class of the generalized discrete distributions with generalizer a discrete distribution truncated at zero
and from the right away fromk+1. The probability function and factorial moments of these distributions are expressed in terms of the (right) truncated
Bell (partition) polynomials and several special cases are briefly examined. Finally a Poisson process of orderk, leading in particular to the Poisson distribution of orderk, is discussed. 相似文献
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A fiducial argument for generalized p-value 总被引:1,自引:0,他引:1
Xin-min LI~ 《中国科学A辑(英文版)》2007,50(7):957-966
This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched.It is shown that the resulting generalized p-values are of good frequency property. 相似文献
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研究产品寿命服从广义指数分布的有关加速寿命试验的贝叶斯统计分析.首先介绍了广义指数分布在恒定应力下的加速寿命试验基本过程;其次在完全样本,和定数截尾样本下,分别给出了广义指数分布参数的贝叶斯估计;最后运用随机模拟方法对各种估计结果的优良性进行了分析比较. 相似文献
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Frank Marohn 《Extremes》2002,5(4):369-386
It is a well-known result in extreme value theory that the von Mises conditions imply the strong convergence of extreme order statistics. We extend this result to extreme generalized order statistics. A characterization of strong domains of attraction of joint distributions of a fixed number of extreme generalized order statistics by means of the corresponding result for generalized maxima is given. In particular, we determine the asymptotic joint distribution of (upper and lower) extreme generalized order statistics. Finally, we show that the Hill estimator based on extreme generalized order statistics is asymptotic normal. 相似文献
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朱成莲 《数学的实践与认识》2017,(6):243-250
在Kullback-Leibler距离的基础上,对Kullback-Leibler距离进行改进,给出了新的Kullback-Leibler距离,并讨论了它的性质.计算了两个不同广义伽玛分布之间新的Kullback-Leibler距离.推导出伽玛分布、Weibull分布、Rayleigh分布、正态分布、指数分布新的Kullback-Leibler距离.另外在新的KullbackLeibler距离下,还得到digamma函数Ψ(x)=(Γ'(x)/(Γ(x))为单调递增函数. 相似文献