逆Weibull分布随机变量的随机比较(英文)  

Stochastic Comparisons of Random Variables from Inverse Weibull Distribution

作　　者：张娅莉[1] 吕争[1] 

机构地区：[1]信阳职业技术学院数学与计算机科学系,河南信阳464000

出　　处：《大学数学》2010年第2期28-33,共6页College Mathematics

摘　　要：研究了两个相互独立的逆Weibull分布随机变量间的随机序,似然比序,危险率序以及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系.也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系.Two independent random variables that come from inverse Weibull distribution are compared in the usual stochastic order, likelihood ratio order, hazard ratio order and convex order. The relationship between the parameters of the cumulative distribution functions is derived when the random variables have the orders above. We also give the relationship of the order statistics that come from two groups of independent random variables.

关 键 词：逆Weibull分布 随机序 似然比序 危险率序 凸序 Schur凹 

分 类 号：O212.4[理学—概率论与数理统计]