| 两参数β分布卷积的数值计算 |
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| 引用本文： | 朱从伟.两参数β分布卷积的数值计算[J].南京邮电大学学报(自然科学版),1993(2). |
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| 作者姓名： | 朱从伟 |
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| 作者单位： | 武汉邮电科学研究院 430074 |
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| 摘 要： | 本文从应用角度出发,对两参数β分布的卷积——独立随机变量之和的分布密度函数进行了控讨。通过对β分布的二重、三重、四重卷积的推导,得出了一些普遍规律,从而推出了计算两参数β分布的n重卷积的表达式。
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| 关 键 词： | 随机变量 分布函数 卷积 β函数 β分布 γ分布 泰勒级数 |
Numerical Calculations of Convolution of Double-Parameter Beta Distribution |
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| Zhu Congwei.Numerical Calculations of Convolution of Double-Parameter Beta Distribution[J].Journal of Nanjing University of Posts and Telecommunications,1993(2). |
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| Authors: | Zhu Congwei |
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| Abstract: | A series of approximate calculation based on the ground of practical application have been given for convolution of double-parameter Beta distribution i. ex. the distribution function of the summation of the independent Beta distribution random variable (using the first three terms of e~x expansion formula and omitting the terms above x~3 ). Some regular patterns and there by an expression for calculating n-convolution of Beta distribution are derived from double, triple, and quadruplex convolution. |
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| Keywords: | Randon variable Distribution function Caonvolution Beta function Beta distribution Gamma distribution Taylor expansion |
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