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一类顺序统计量的概率分及其应用
引用本文:苏文希.一类顺序统计量的概率分及其应用[J].汕头大学学报(自然科学版),2000,15(1):25-32.
作者姓名:苏文希
作者单位:汕头大学数学系!汕头,515063
摘    要:文[2]应用Laplace积分变换,证明了来自ErLang分布的顺序统计量之和统计分布的存在性。但未给出其精确分布,也未给出分布的有限表达式和应用.本文应用特征函数法,将文[2]的结论推广到顺序统计量的任意线性函数之商的一般情形;得到其精确的极限分布和有限表达式,并应用于排队论与可靠性理论.

关 键 词:顺序统计量  线性组合  概率分布  似然比检验

The probability distribution of a type of sequential statistic and its applications
Su Wenxi.The probability distribution of a type of sequential statistic and its applications[J].Journal of Shantou University(Natural Science Edition),2000,15(1):25-32.
Authors:Su Wenxi
Institution:Department of Mathematics. Shantou University. Shantou. 515063
Abstract:By applying Laplace integral transformation to paper 2], the author proved the existence for statistical distribution of sum of order statistic which come from the Erlang distribution, but not gave its exact distribution nor the limit representation of distribution and its as applications. By applying eigen-function approach in paper, we generalize the conclusion in 2]to the general case of quotient of arbitary linear functions of order statistic; obtain its exact limit distribution as well as limit representation, and apply them in queuing theory and reliability theory.
Keywords:sequential statistic  linear combination  probability distribution  likelihood ratio test
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