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The comparison of two dimension dependent stochastic orders

Abstract

本文考虑二维相依样本的极值比较问题.我们选取了几个特殊的阿基米德copula刻画相依性,分别在齐次样本, 比例反失效率模型(PRH),非齐次伽马随机变量的情形下,得到了两组样本的极值间的随机比较结果, 将非齐次PRH模型的结果推广到一般阿基米德copula,并研究了齐次样本下任意两个不同的copula的序的比较. 对于部分未能从理论上证明的随机比较结果,我们通过例子进行探讨.最后给出了理论结果在可靠性理论和拍卖理论中的应用.This article considers bivariate dependent sample extremum problems. We choose some special Archimedean copulas to characterize the dependence, and obtain some results on stochastic comparison of two dependent samples' extremum in homogeneous samples, nonhomogeneous PRH samples and nonhomogeneous gamma samples, respectively. We also extend the stochastic comparison to two general Archimedean ...学位:理学硕士院系专业:数学科学学院_概率论与数理统计学号:1902011115253

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