| 三段截尾变量概率分布的上界 |
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| 引用本文： | 李宗秀,刘国庆. 三段截尾变量概率分布的上界[J]. 高师理科学刊, 2011, 31(4): 11-12. DOI: 10.3969/j.issn.1007-9831.2011.04.005 |
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| 作者姓名： | 李宗秀 刘国庆 |
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| 作者单位： | 1. 哈尔滨德强商务学院基础部,黑龙江哈尔滨,150025
2. 哈尔滨工业大学数学系,黑龙江哈尔滨,150001 |
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| 基金项目： | 黑龙江省教育厅基金项目(11553041) |
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| 摘 要： | 对给定的随机变量X∈[-a,+∞）,a≥0,且EX=m1,EX2 =m2,研究了三段线性函数max(0,X,mX -z)的分布（左尾）的上界,其中:m＞1,z＞0.运用基于二次函数控制待估函数的对偶方法,在一定条件下得到了上界的精确估计值.
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| 关 键 词： | 截尾变量 对偶 矩问题 示性函数 |
Upper bounds on probability distribution for truncated random variables of three-piece |
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| LI Zong-xiu,LIU Guo-qing. Upper bounds on probability distribution for truncated random variables of three-piece[J]. Journal of Science of Teachers＇College and University, 2011, 31(4): 11-12. DOI: 10.3969/j.issn.1007-9831.2011.04.005 |
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| Authors: | LI Zong-xiu LIU Guo-qing |
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| Affiliation: | LI Zong-xiu1,LIU Guo-qing2(1.Department of Foundation,Harbin Deqiang College of Business,Harbin 150025,China,2.Department of Mathematics,Harbin Institute of Technology,Harbin 150001,China) |
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| Abstract: | For any random variables X∈[-a,＋∞）with EX=m1,EX2=m2,researched the upper bounds of the distribution for three-piece linear functions max（0,X,mX-z）,where m1,z0,.Under certain conditions,obtained exact estimates of upper bounds by using of duality method based on domination by quadratic functions. |
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| Keywords: | truncated variables duality moment problem indicator function |
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