关于次序统计量数学期望的两个恒等式的简证及其应用

给出了最大最小次序统计量分布函数和密度函数的恒等式,从而在随机变量独立同分布情形下,给出了关于次序统计量数学期望的两个恒等式的简捷证法.最后将几个恒等式应用于威布尔分布的最大次序统计量的分布及其数字特征的计算.     

关于次序统计量数学期望的两个恒等式

受关于最大次序统计量数学期望恒等式的启发,给出了最小次序统计量数学期望的恒等式,并利用概率方法进行了证明.两个恒等式是对概率论知识的补充和推广     

最大最小次序统计量的联合分布

X1,X2,…,Xn是来自总体X的简单随机样本,Nk=min1≤i≤k{Xi},Mk=max1≤i≤k{Xi}(k=1,2,…,n),本文给出了最小次序统计量与最大次序统计量的联合分布函数.     

线性次序统计量和线性秩统计量的渐近正态性

本文用凸函数构造了线性次序统计量和线性秩统计量,并证明了它们的渐近正态性．     

Archimedean copula刻画的尺度比例失效率模型的极小次序统计量的随机序北大核心CSCD

在多元链式优化序下,该文研究了两组来自于不同相依尺度比例失效率分布的最小次序统计量的随机比较.在某种数学意义下,一个由尺度比例失效率分布的不同脆弱参数和尺度参数构成的矩阵变化到另一个矩阵时,该文研究了在一定的条件下,来自于第一个尺度比例失效率分布的最小次序统计量在普通随机序下小于变化到的参数矩阵对应的尺度比例失效率分布的最小次序统计量.该文也给出了一些数值例子来说明得到的结果的正确性.     

最小p区间的定义及其应用

本文研究了 最小p区间的估计及应用.利用次序统计量得到了最小p区间的强相合估计,推广了求位置参数和刻度参数的估计方法.     

两个连续分布函数交点的估计

利用两样本的秩统计量和次序统计量 ,对两连续分布交点提出了一种新的点估计量和区间估计量 ,并论证了点估计的强相合性及渐近正态性 ,区间估计具有指定的渐近置信系数 ,还给出了其渐近精度     

Fisher-Z分布次序统计量的普通多元随机序

本文研究了Fisher-Z分布次序统计量的随机比较问题.利用Beta随机变量的性质以及比例风险率模型的次序统计量随机比较的结论,获得了Fisher-Z分布次序统计量向量的普通多元随机序的比较,推广了文献中的相关结果.     

关于离散型随机变量次序统计量分布矩阵对称性猜想的探索

本文研究了离散型随机变量次序统计量的分布矩阵的对称性 ,获得了二个定理 .定理 1　服从等概率二点分布或等概率三点分布的离散型随机变量的次序统计量的分布矩阵是对称矩阵 .定理 2　取值有限且等概率的离散型随机变量的次序统计量的分布矩阵具有中心对称性 .     

关于离散型随机变量次序统计量分布矩阵对称性猜想的探索

本研究了离散型随机变量次序统计量的分布矩阵的对称性,获得了二个定理。定理1服从等概率二点分布等概率三点分布的离散型随机变量的次序统计量的分布矩阵是对称矩阵。定理2取值有限且等概率的离散型随机变量的次序统计量的分布矩阵具有中心对称性。     

LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

In this article,the author obtains the large deviation principles for the empir- ical correlation coefficient of two Gaussian random variables X and Y.Especially,when considering two independent Gaussian random variables X,Y with the means EX. EY (both known),wherein the author gives two kinds of different proofs and gets the same results.     

The correlation bell inequalities

We consider the Bell and Bell-Clauser-Horne-Shimony-Holt inequalities for two-particle spin states. It is known that these inequalities are violated in experimental verification. We show that this can be explained because these inequalities are proved for correlation functions of random variables that are totally unrelated to one another, while the verification is done using correlation functions in which random variables refer to a pair of particles forming a two-particle state. In the case of entangled states, these random functions are dependent, and their correlation coefficient is nonzero. We give inequalities that explicitly involve this correlation coefficient. For factorable and separable states, these inequalities coincide with the standard Bell and Bell-Clauser-Horne-Shimony-Holt inequalities. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 158, No. 2, pp. 234–249, February, 2009.     

On Some Tests of the Covariance Matrix Under General Conditions

We consider the problem of testing the hypothesis about the covariance matrix of random vectors under the assumptions that the underlying distributions are nonnormal and the sample size is moderate. The asymptotic expansions of the null distributions are obtained up to n ^−1/2. It is found that in most cases the null statistics are distributed as a mixture of independent chi-square random variables with degree of freedom one (up to n ^−1/2) and the coefficients of the mixtures are functions of the fourth cumulants of the original random variables. We also provide a general method to approximate such distributions based on a normalization transformation.     

Inequalities and strong laws of large numbers for random allocations

Summary Moment inqualities and strong laws of large numbers are proved for random allocations of balls into boxes. Random broken lines and random step lines are constructed using partial sums of i.i.d. random variables that are modified by random allocations. Functional limit theorems for such random processes are obtained.     

The minimum mean square estimator of integrable variables under sublinear operators

In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estimator are obtained. Several properties of the minimum mean square estimator for non-bounded random variables are proved under some mild assumptions.     

概率论中事件的分割思想及其应用

讨论概率论中事件的分割思想,给出一类概率论考研题的新解法,并探讨两个不相关(相关系数为零)的随机变量非独立的判别方法.     

On complete convergence and the strong law of large numbers for pairwise independent random variables

The complete convergence for the maximum partial sums of pairwise independent random variables is obtained. The Kolmogorov strong law of large numbers for pairwise i.i.d. random variables is also obtained. Similar results are established for the moving average processes of pairwise i.i.d. random variables and for pairwise independent random elements taking values in a Banach space.     

An average case analysis of the minimum spanning tree heuristic for the power assignment problem

We present an average case analysis of the minimum spanning tree heuristic for the power assignment problem. The worst‐case approximation ratio of this heuristic is 2. We show that in Euclidean d‐dimensional space, when the vertex set consists of a set of i.i.d. uniform random independent, identically distributed random variables in [0,1]^d, and the distance power gradient equals the dimension d, the minimum spanning tree‐based power assignment converges completely to a constant depending only on d.     

某个单点值给定的Copula最优界的不可交换性度量

通过研究某个单点值给定的Copula(相关结构函数)的最佳上下界的不可交换性度量,构造了4个奇异的Copula,它们具有最大的不可交换性,揭示了最大不可交换Copula的结构特点和性质.定义了非径向对称和非联合对称意义下的随机变量的不可交换性,指出对于4个最大不可交换的C叩ula,3种不可交换性度量是相同的.另一方面,研究了在一般的Lp距离定义下的不可交换性度量的计算公式,确定了其中的标准化系数kp=3p 1(p 1)p 2/4,特别地k1=27/2和k2=81的计算公式可以作为常用的不可交换性度量.     

Reliability and non-reliability studies of Poisson variables in series and parallel systems

In this paper, we have derived the distribution of the minimum and maximum of two independent Poisson random variables. A useful procedure for computing the probabilities is given and a total of four numerical examples are presented. Of these four examples, the first two are on the generated data and the other two are on the Champion League Soccer data in order to illustrate the model which is considered here. The hazard rate and the reversed hazard rate, of the minimum and maximum of two independent discrete random variables, are also obtained and their monotonicity is investigated. The results for the Poisson-distributed variables are obtained as special cases.