| 关于Ⅱ型二元Pareto分布的一个注记 |
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| 引用本文： | 游银萍,方睿. 关于Ⅱ型二元Pareto分布的一个注记[J]. 厦门大学学报(自然科学版), 2011, 50(5): 812-816 |
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| 作者姓名： | 游银萍 方睿 |
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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： | 研究Ⅱ型二元Pareto分布族中随机向量的序关系、相依性的动态性质及分布的年龄性质,得到随机变量间的随机序、递增凸序、上卦限序;证明了该分布族中剩余寿命的相依性随年龄的递增依上卦限序递增或递减的动态性质;并论证了这个分布的剩余寿命随着年龄的递增依上卦限序递增.
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| 关 键 词： | 随机序 递增凸序 上卦限序 相依性 剩余寿命 |
A Note on the Bivariate Pareto Distribution of the Second Kind |
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| YOU Yin-ping,FANG Rui. A Note on the Bivariate Pareto Distribution of the Second Kind[J]. Journal of Xiamen University(Natural Science), 2011, 50(5): 812-816 |
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| Authors: | YOU Yin-ping FANG Rui |
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| Affiliation: | YOU Yin-ping,FANG Rui (School of Mathematical Sciences,Xiamen University,Xiamen 361005,China) |
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| Abstract: | This note studies the bivariate Pareto distribution of type II.By conducting stochastic comparison,we have a discussion on the dynamical properties of the dependence and aging.Stochastic order,increasing convex order and upper orthant order are used to compare random variables in this distribution family.We also prove that the dependence of residual life increases or decreases in age with respect to upper orthant order under different assumptions.Moreover,we verify that the residual life increases in age wi... |
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| Keywords: | stochastic order increasing convex order upper orthant order dependence residual life |
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