非径向对称性度量为3/n(n≥3)的随机向量的结构及其最佳界  

The Structure and Best-Possible Bounds of Random Variables which Degree of Radial Asymmetry is 3/n(n≥3)

作　　者：张晓宇[1] 徐付霞[1] 

机构地区：[1]天津工业大学理学院,天津300387

出　　处：《应用概率统计》2016年第6期603-616,共14页Chinese Journal of Applied Probability and Statistics

摘　　要：本文基于Copula研究随机向量的非径向对称性理论.首先研究了非径向对称性度量为3/4的随机变量的Copula结构,给出非径向对称性度量为3/4的Copula的精确最佳界.然后拓展到一般情况,给出一个Copula的非径向对称性度量为3/n的必要条件,研究了非径向对称性度量为3/n的随机变量的Copula结构,得到非径向对称性度量等于3/n的Copula的宽泛最佳界.We study the random variables of radial asymmetry based on copulas. We research onthe structure of random variables which radial asymmetry degree is 3/4 and get the exact best-possible bounds of random variables which radial asymmetry degree is equal to 3/4. Then we expand to general case. We propose an essential condition of radial asymmetry degree is 3/n and study the structure of copula. We provide a broad bounds of copula that the radial asymmetry degree is 3/n.

关 键 词：COPULA 最佳界 非径向对称 Frechet-Hoeffding不等式 

分 类 号：O212.5[理学—概率论与数理统计]