负二项分布随机变量的分解定理

给出了负二项分布的分解定理,并进一步研究了负二项分布的有关性质和近似计算公式.在复杂排队系统中离散状态下顾客等待时间分布的概率计算中起到了重要作用.     

Г-分布类的条件概率封闭性

X服从参数α和λ的Γ 分布,V与Y分别服从参数θ和λ的指数分布。我们证明了:在X相似文献   

Γ-分布类的条件概率封闭性

X服从参数α和λ的Γ-分布,V与Y分别服从参数θ和λ的指数分布.我们证明了:在X＜Y的条件下,X的条件分布是参数α和θ+λ的Γ-分布;在X＜V＜X+Y的条件下,V的条件分布是参数α+1和θ+λ的Γ-分布.称此类性质为Γ-分布类的条件概率封闭性.对离散的负二项分布也证明了类似的结果.     

N-策略M/G/1/∞排队系统的队长分布表达式

本文考虑N-策略M／G／1／∞排队系统，研究了队长的瞬态和稳态性质。通过引进“服务员忙期”和使用全概率分解技术，我们导出了在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式，以及平稳队长的随机分解。特别地，通过本文可直接获得一些特殊排队系统相应的结果。     

Gamma分布与其它分布的若干定理

利用条件概率的性质,得到Gamma分布与Poisson分布、广义负二项分布、广义Pareto分布的若干定理及推论.     

具有延误休假时间的排队系统队长分布

考虑具延误休假时间的N-策略M／G／1／∞排队系统,研究队长的瞬态和稳态性质．通过引进“服务员忙期”和使用全概率分解技术,导出在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式,以及平稳队长的随机分解．     

有负顾客到达的M／O／1休假可修排队系统

采用补充变量法和母函数的方法研究了有负顾客到达的M/G／1休假可修排队系统,其中负顺客的抵消规则是带走正在接受服务的正顺客并使得服务器处于修理状态．休假策略是空竭服务多重休假．文中给出了系统存在稳态的充要条件．系统稳态队长分布的概率母函数及系统可靠度的L变换．     

对数伽玛分布与负对数伽玛分布的条件概率封闭性

设X服从以α和λ为参数的对数伽玛分布或负对数伽玛分布,V服从以β为参数的负幂分布,则在X相似文献   

离散型随机变量k阶矩的计算

讨论了离散型随机变量k阶矩的计算问题·利用概率母函数和第一类Stirling数推导了k阶矩满足的统一递推表达式,并以常见的四种离散分布:二项分布、几何分布、泊松分布和负二项分布为例,借助数学计算软件mathematica给出了各自的前6阶矩的具体表达式.     

具有位相型修理的离散时间可修排队系统

本文研究了具有一般独立输入，位相型修理的离散时间可修排队系统，假定服务台对顾客的服务时间和服务台寿命服从几何分布，运用矩阵解析方法我们给出系统嵌入在到达时刻的稳态队长分布和等待时间分布，并证明这些分布均为离散位相型分布．我们也得到在广义服务时间内服务台发生故障次数的分布，证明它服从一个修正的几何分布．我们对离散时间可修排队与连续时间可修排队进行了比较，说明这两种排队系统在一些性能指标方面的区别之处．最后我们通过一些数值例子说明在这类系统中顾客的到达过程、服务时间和服务台的故障率之间的关系．     

Discrete-time GI/Geo/1 queue with multiple working vacations

Consider the discrete time GI/Geo/1 queue with working vacations under EAS and LAS schemes. The server takes the original work at the lower rate rather than completely stopping during the vacation period. Using the matrix-geometric solution method, we obtain the steady-state distribution of the number of customers in the system and present the stochastic decomposition property of the queue length. Furthermore, we find and verify the closed property of conditional probability for negative binomial distributions. Using such property, we obtain the specific expression for the steady-state distribution of the waiting time and explain its two conditional stochastic decomposition structures. Finally, two special models are presented.      

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.     

An inequality for multiple convolutions with respect to Dirichlet probability measure

A sharp multiple convolution inequality with respect to Dirichlet probability measure on the standard simplex is presented. Its discrete version in terms of the negative binomial coefficients is proved as well. The new bounds for the Dirichlet distribution and iterated convolutions are obtained as the consequences of the main result. Also some binomial, exponential, and generalized hypergeometric applications are discussed.     

Bayesian inspection model with the negative binomial prior in the presence of inspection errors

One of the basic assumptions in Bayesian inspection models is that we have some prior knowledge about the number of defects in a certain product or software system. The prior knowledge can be often described as a probability distribution (e.g., Poisson distribution). In the paper, we propose three conditions that should be put forth as desirable properties for a prior probability distribution of the number of defects in the product. We review various prior probability distributions and test if they meet those conditions. The negative binomial distribution is found to be the only one that satisfies all the desirable conditions. With the negative binomial prior, we analyze the effects of various parameters on the Bayesian estimate of the number of undetected errors still remaining in the product.     

Negative Binomial Approximation with Stein's Method

Bounds on the rate of convergence to the negative binomial distribution are found, where this rate is measured by the total variation distance between probability laws. For an arbitrary discrete random variable written as a sum of indicators, an upper bound of coupling form is expressed as an average of terms each of which measures the difference between the effect of particular indicator being one and the value of a geometrically distributed random variable. When a monotone coupling exists a lower bound can also be shown. Application of these results is illustrated with the example of the Po´lya distribution for which the rate of approach to the negative binomial limit is found.     

Wahrscheinlichkeitsfunktionen diskreter Verteilungen als Lösungen der Pearsonschen Differenzengleichung für die diskreten klassischen Orthogonalpolynome

Using the Pearson difference equation for the discrete classical orthogonal polynomials the difference equations and the Rodrigues formulas are obtained. The resulting weight functions prove to be the probability functions of the most important discrete probability distributions: Pólya distribution from the Hahn and Krawtchouk polynomials, negative binomial distribution from the Meixner polynomials, Poisson distribution from the Charlier polynomials.     

Approximation of inverse moments of discrete distributions

For a wide class of discrete distributions, we derive a representation of the inverse (negative) moments through the Stirling numbers of the first kind and inverse factorial moments. We specialize the results for the Poisson, binomial, hypergeometric and negative binomial distributions.     

A Skew Laplace Distribution on Integers

We propose a discrete version of the skew Laplace distribution. In contrast with the discrete normal distribution, here closed form expressions are available for the probability density function, the distribution function, the characteristic function, the mean, and the variance. We show that this distribution on integers shares many properties of the skew Laplace distribution on the real line, including unimodality, infinite divisibility, closure properties with respect to geometric compounding, and a maximum entropy property. We also discuss statistical issues of estimation under this model.     

带息双二项风险模型的破产问题

本文研究了带随机利率的双二项风险模型的破产问题,得到了描述破产严重程度的破产前盈余分布,破产持续时间分布的递推公式,有限时间破产概率的递推公式及终极破产概率满足的积分方程.