| 随机变量的和、积、商分布的一种新表示 |
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| 引用本文： | 高峰,刘绪庆. 随机变量的和、积、商分布的一种新表示[J]. 大学数学, 2012, 28(3): 119-122 |
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| 作者姓名： | 高峰 刘绪庆 |
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| 作者单位： | 淮阴工学院数理学院,江苏淮安,223003 |
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| 摘 要： | 应用Feller提出的点-集函数并结合二元copula,对二元连续型正值随机变量的和、积、商的分布进行了研究,得到了和、积、商分布的一种新的计算方法.最后给出一个应用实例.
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| 关 键 词： | 点—集函数 二元copula 和的分布 积的分布 商的分布 |
A New Expression of the Distributions of Sum, Product and Quotient for Random Variables |
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| GAO Feng,LIU Xu-qing. A New Expression of the Distributions of Sum, Product and Quotient for Random Variables[J]. College Mathematics, 2012, 28(3): 119-122 |
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| Authors: | GAO Feng LIU Xu-qing |
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| Affiliation: | (Faculty Mathematics and Physics,Huaiyin Institute of Technology,Huaian 223003,China) |
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| Abstract: | We mainly aim to study the bivariate continuous random variables that take positive values by virtue of the point-set function proposed by Feller and the notion of the bivariate copula.A new method of calculating the distributions of sum,product and quotient for the random variables is derived.Finally,we apply the method to a practical example. |
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| Keywords: | point-set function bivariate copula sum of random variables product of random variables quotient of random variables |
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