指数分布的随机变量和的概率不等式  

The Probability Inequalities of the Sum of Random Variables with Exponential Distribution

作　　者：侯云艳 华志强[1] 宋欢 郭佳曦 HOU Yun-yan;HUA Zhi-qiang;SONG Huan;GUO Jia-xi(College of Mathematics and Physics,Inner Mongolia Minzu University,Tongliao 028043,China)

机构地区：[1]内蒙古民族大学数理学院,内蒙古通辽028043

出　　处：《内蒙古民族大学学报（自然科学版）》2023年第1期11-14,共4页Journal of Inner Mongolia Minzu University：Natural Sciences

基　　金：国家自然科学基金项目(11961053);内蒙古民族大学博士科研启动基金项目(BS459,BS468);内蒙古民族大学自然科学基金项目(NMDGP17105,NMDYB18007,YB2020010)。

摘　　要：通过对服从指数分布的独立随机变量和的概率不等式的研究,利用指数分布的随机变量的矩母函数与马尔可夫不等式,给出了独立随机变量和的尾概率的界。在给定服从指数分布的独立随机变量和的尾概率的界的基础上,通过在随机变量序列间添加相依结构,得到负相依随机变量和的尾概率的界。In this paper,we study the probability inequality of the sum of independent random variables with exponential distribution,and give the bound of the tail probability of the sum of independent random variables by using the moment generating function and Markov,s inequality of random variables with exponential distribution.In addition,the bound of the tail probability of the sum of independent random variables with exponential distribution is given,and the bound of the tail probability of the sum of negative dependent random variables is obtained by adding the dependent structure among random variables.

关 键 词：指数分布 负相依 尾概率 

分 类 号：O211.4[理学—概率论与数理统计]