广义次序统计量间隔的多维随机排序(英文)  

Multivariate Stochastic Orderings of Spacings of Generalized Order Statistics

作　　者：方兆本[1] 胡太忠[1] 吴耀华[1] 庄玮玮[1] 

机构地区：[1]中国科学技术大学统计与金融系,合肥230026

出　　处：《应用概率统计》2006年第3期295-303,共9页Chinese Journal of Applied Probability and Statistics

基　　金：Supported by Program for New Century Excellent Talents in University(No.:NCET-04-0569),one grant of Chinese Academy of Sciences.

摘　　要：本文研究了附加于广义次序统计量底分布以及参数的条件,使得人们在多维似然比序和多维通常随机序意义下对广义次序统计量的间隔向量进行比较,同时也给出了文中主要结果的应用．In this paper, we investigate conditions on the underlying distribution function and the parameters, on which the generalized order statistics are based, to obtain stochastic comparisons of spacing vectors of generalized order statistics in the multivariate likelihood ratio and the usual multivariate stochastic orders. Some applications of the main results are also given.

关 键 词：似然比序 通常随机序 DFR DLR 记录值 非齐次Poisson过程 

分 类 号：O211.9[理学—概率论与数理统计]