| 关于次指数分布及其相关类的一个性质 |
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| 引用本文： | 林建希.关于次指数分布及其相关类的一个性质[J].厦门大学学报(自然科学版),2007,46(4):461-463. |
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| 作者姓名： | 林建希 |
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| 作者单位： | 厦门大学数学科学学院,福建,厦门,361005 |
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| 摘 要： | 次指数及其相关类分布在随机风险理论以及概率论其它诸多领域具有广泛应用．本文利用Lebesgue-Stieltjes积分的性质，推广了Pitman的相应结果，给出了两个非负独立随机变量最小值服从指数或次指数分布的一般性充分条件．作为推论，如果两个非负独立随机变量都服从指数或次指数分布，那么其最小值也服从指数或次指数分布．
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| 关 键 词： | 重尾分布 次指数分布 次指数性质 |
| 文章编号： | 0438-0479（2007）04-0461-03 |
| 修稿时间： | 2007-01-04 |
On a Property of Subexponential Distributions and Related Classes |
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| LIN Jian-xi.On a Property of Subexponential Distributions and Related Classes[J].Journal of Xiamen University(Natural Science),2007,46(4):461-463. |
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| Authors: | LIN Jian-xi |
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| Institution: | School of Mathematical Sciences,Xiamen University,Xiamen 361005,China |
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| Abstract: | Subexponential distribution and the correlative distribution is applied extensively in the theory of probability and stochastic risk. In this paper, the Lebesgue-Stieltjes integral was used to generalize the result in Pitmam. Let X and Y be independent nonnegative random variables. A sufficient condition was given under which the distribution of the random variable min{ X,Y} be- longs to the class of exponential or subexponential distributions. The sufficient condition is satisfied if the distribution of the random variable X as well as Y belongs to the class of exponential or subexponential distributions. |
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| Keywords: | heavy-tailed distribution subexponential distribution subexponential property |
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