截尾三段线性函数均值上界的估计  

Estimates on upper bounds of mean for truncated three-piece linear function

作　　者：李宗秀[1] LI Zong-xiu(Department of Basic Course,Heilongjiang College of Finance and Economy,Harbin 150025,China)

机构地区：[1]黑龙江财经学院基础部

出　　处：《哈尔滨商业大学学报（自然科学版）》2019年第4期499-502,共4页Journal of Harbin University of Commerce：Natural Sciences Edition

基　　金：黑龙江省教育科学规划课题(SJGY20170357);黑龙江省教育规划青年课题(GBD1317070);黑龙江财经学院课题(JGYB201818)

摘　　要：分别对给定的随机变量X∈[-a,+∞),a≥0和X∈[-a,M-a],a≥0以及在一阶矩、二阶矩EX=m1,EX^2=m2也给定的条件下,对三段线性函数H(x)=max(0,x,mx-z)的均值上界进行了探讨,其中m>1,z>0.通过构造控制函数,得出临界条件,综合分析得出了三段线性函数的上界,三段线性函数的研究又得到了推广,对实际应用提供了很强的理论依据.In this paper,for a given random variables X∈[-a,+∞),a≥0 and X∈[-a,M-a],a≥0 under the condition of EX=m 1,EX^2=m2.The upper bounds of the mean for three-piece linear function H(x)=max(0,x,mx-z)were discussed,and m>1,z>0.The critical condition was obtained by constructing the control function,through comprehensive analysis,the upper bounds of three-piece linear function was obtained.The study of three-piece linear function was extended and provided a strong theoretical basis for practical application.

关 键 词：线性函数 均值 控制函数 截尾变量 临界条件 

分 类 号：O211[理学—概率论与数理统计]