江汉大学学报(自然科学版) ›› 2020, Vol. 48 ›› Issue (3): 31-35.doi: 10.16389/j.cnki.cn42-1737/n.2020.03.005

• 数学 • 上一篇    下一篇

一个宽上限相依随机变量的概率不等式

于海芳   

  1. 朝阳师范高等专科学校 数学计算机系,辽宁 朝阳 122000
  • 发布日期:2020-06-24
  • 作者简介:于海芳(1980— ),女,副教授,硕士,研究方向:概率不等式。

A Probability Inequality for Wide Upper Orthant Dependent Random Variables

YU Haifang   

  1. Mathematics and Computer Department,Chaoyang Teachers College,Chaoyang 122000,Liaoning,China
  • Published:2020-06-24

摘要: 研究了宽上限相依随机变量部分和Σi = 1n ξi = 模型,利用马尔科夫不等式和截断误差的方法探究了部分和Σi = 1n ξi = 的尾概率问题。在给定的一些假定条件下,得到了关于宽上限相依随机变量部分和Σi = 1n ξi =尾概率的一个新的不等式,将在研究精确大偏差、破产概率等概率理论中起到重要作用。

关键词: 宽上限相依, 概率不等式, 随机变量

Abstract: In this paper,the author studied the model of finite sum Σi = 1n ξi = of wide upper orthant dependent random variables,investigated the issue of tail probability of finite sum Σi = 1n ξi = by using Markov inequality and a standard truncation method. Under a few of given assumptions,the author obtained a new inequality of tail probability for finite sum Σi = 1n ξi = of the wide upper orthant dependent random variables. The obtained results play an important role in the precise large deviation,the ruin probability,etc. in probability theory.

Key words: wide upper orthant dependence, probability inequality, random variables

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