基于顺序统计量条件随机变量的负相关概率不等式

Probability inequalities via negative dependence for random variables conditioned on order statistics

Naval Research Logistics · 1987
被引 9
ABS 3

中文导读

研究了独立同分布随机变量在顺序统计量事件条件下的分布,证明其具有强负相关性,并给出分布函数界,应用于k-out-of-n系统可靠性分析。

Abstract

Distributions are studied which arise by considering independent and identically distributed random variables conditioned on events involving order statistics. It is shown that these distributions are negatively dependent in a very strong sense. Furthermore, bounds are found on the distribution functions. The conditioning events considered occur naturally in reliability theory as the time to system failure for k-out-of-n systems. An application to systems formed with “second-hand” components is given.

概率论数理统计可靠性理论