两类相依随机序及其性质  

Two classes of dependence stochastic orders and their properties

作　　者：陈燕红[1] 艾卫群[2] 宋立新[1] 

机构地区：[1]大连理工大学数学科学学院,辽宁大连116024 [2]吉林大学数学学院,吉林长春130012

出　　处：《大连理工大学学报》2009年第6期985-989,共5页Journal of Dalian University of Technology

基　　金：国家自然科学基金资助项目(10271049)

摘　　要：在危险率序和拟危险率序基础上,研究了条件随机向量的分布函数在随机序意义下的比较,提出了上象限危险率序和下象限拟危险率序的概念,研究了它们的基本性质,以及与其他随机序之间的关系.这两类序密切相关,它们刻画了n元联合分布与它的任意一个一元边际分布之间的变化快慢的趋势.在二元情形下,关于两类序的Fréchet下界是受控的,并且上象限危险率序和下象限拟危险率序分别包含右尾递增序和左尾递减序.Based on hazard orders and quasi hazard orders together with the comparison of conditional random vectors under stochastic orders, the concepts of upper orthant hazard order and lower orthant quasi hazard order are presented, and their basic properties as well as the relationship with other stochastic orders are explored. The two orders are closely related, and they describe the change trend between n-dimensional distribution and its univariate marginal distribution. In the bivariate case, the lower Frechet bound is dominated, and the upper orthant hazard order and the lower orthant quasi hazard order imply the right tail increasing order and the left tail decreasing order, respectively.

关 键 词：上象限危险率序 下象限拟危险率序 右尾递增 左尾递减 

分 类 号：O212.4[理学—概率论与数理统计]