期刊文献+

关于对数正态分布的若干重要性质 被引量:2

Some Important Properties about Lognormal Distribution
在线阅读 下载PDF
导出
摘要 基于对数正态分布在生存分析、可靠性分析和局部破产概率等邻域中的重要性,以及在次指数分布族中所占的重要地位,有必要对其性质作进一步的探讨.利用极限理论的观点,得到了有关对数正态分布及其相关分布的若干新的重要性质,以及在均值有限的情况下S与L族的一个等价关系. It is necessary for us to further investigate the properties of Lognormal distribution and its relational distributions since Lognormal distribution has a great importance in survival analysises, the reliability and the local ruin probability etc. It plays a role in the subexponential distribution class. Using the theory of limit, we obtain some important properties about Lognormal distribution and its relational distributions. Under the finite mean, a equivalent relation of sand L is derived.
出处 《江南大学学报(自然科学版)》 CAS 2006年第6期742-744,共3页 Joural of Jiangnan University (Natural Science Edition) 
基金 国家自然科学基金项目(10271087)
关键词 对数正态分布 S族 L族 等价条件 lognormal distribution, class of S class of L equivalent condition
  • 相关文献

参考文献9

  • 1Mikosch T,Nagaev A V.Large deviations of heavy-tailed sums with applications in insurance[J].Extremes,1998,1(1):3-4.
  • 2Embrechts P,Kluppelberg C,Mikosch T.Modelling Extremal Events for Insurance and Finance[M].Berlin:Springer,1997.
  • 3Asmussen S,Kalashnikov V,Konstantinides D,et al.A local limit theorem for random walk maxima with heavy tails[J].Statist.Probab Lett,2002,56:399-404.
  • 4Asmussen S,Foss S,Korshunov D.Asymptotics for sums of random variables with local subexponential behavior[J].Theor Probab,2003,16:489-518.
  • 5胡治水,苏淳,王定成,王定成.对数正态型分布纪录值之和的渐近分布[J].中国科学(A辑),2002,32(7):603-612. 被引量:2
  • 6王静.分组数据情形下对数正态分布参数的最大似然估计[J].应用数学学报,2003,26(4):737-744. 被引量:10
  • 7Teugels J L.The class of subexponential distributions[J].Ann Probab,1975,3:1000-1011.
  • 8Klü ppelberg C.Subexponential distributions and characterization of related classes[J].Probab Theory Related Fields,1989,82:259-269.
  • 9Klü ppelberg C.Subexponential distributions and integrated tails[J].J Appl Prob,1988,25:132-141.

二级参考文献3

  • 1[1]Cheng K F, Chen C H. Estimation Of the Weibull Parameters With Grouped Data. Commun.Statist. - Theor., 1988, 17(2): 325-341
  • 2[3]Makelainen T, Schmidt K, Styan G P H. Qn the Existence and Uniqueness of the Maximum Likelihood Estimate of a Vector-valued Parameter in Fixed-Size Samples. Ann. Statist., 1981, 9:758-767
  • 3F.Pastijn,郭聿琦.幂等元分配半环簇的格[J].中国科学(A辑),1999,29(5):391-407. 被引量:2

共引文献10

同被引文献20

引证文献2

二级引证文献14

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部