摘要
首先给出了有限混合Erlang分布在正实数轴上所有概率分布中稠密的理论证明,进而给出了混合Gamma分布具有稠密性的结论,说明有限混合Gamma分布具有广泛的适用性,可以用来刻画正实数轴上的任意随机变量.
The denseness proof of Erlang mixture distributions in the whole probability distribution class on positive real axis is given firstly; then the denseness conclusion of Gamma mixtures distributions is drawn. This conclusion indicates that the Gamma mixture distributions is a highly versatile class of probability distributions, and can be used to approximate any positive random variable.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第12期103-108,共6页
Mathematics in Practice and Theory
基金
国家自然科学基金(70501031)
