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| 应用推广的比较法得到的概率估计的几个结果 | |
| 引用本文： | 刘国庆,张银龙,王敏慧.应用推广的比较法得到的概率估计的几个结果[J].应用概率统计,2010,26(5):537-543. |
| 作者姓名： | 刘国庆 张银龙 王敏慧 |
| 作者单位： | 1. 哈尔滨工业大学数学系,哈尔滨,150001 2. 装甲兵技术学院,长春,130117 3. 哈尔滨师范大学文理学院,哈尔滨,150300 |
| 摘 要： | 我们推广了比较法, 提出一个新方法得到
概率$\pr(X\leq t)$的可达的半参数界, 这里$X\in0,M]$有给定的\, $\ep
X=m_1$和$\ep X^2=m_2$. 我们的证明是初等的. |
| 关 键 词： | 比较法 矩问题 半参数界 概率估计. |
Some Results on Tail Probabilities with Applications of Generalized Comparison Method |
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| LIU GUOQING,ZHANG YINIONG,WANG MINHUA.Some Results on Tail Probabilities with Applications of Generalized Comparison Method[J].Chinese Journal of Applied Probability and Statisties,2010,26(5):537-543. | |
| Authors: | LIU GUOQING ZHANG YINIONG WANG MINHUA |
| Institution: | Harbin Instituteof Technology,Armor Technique Institute of PLA,Harbin Normal University |
| Abstract: | We extend the comparison method and present a new method to derive sharp closed-form semiparametric bounds on small value probability $\pr(X\leq t)$, where $X\in0,M]$ is a random variable with $\ep X=m_1$ and $\ep X^2=m_2$ fixed. The proofs of our results are elementary. |
| Keywords: | Comparison method moment problem semiparametric bounds probability es-timation |
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