| 两类截尾变量的均值与方差的估计 |
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| 引用本文： | 张银龙,刘国庆,王敏慧.两类截尾变量的均值与方差的估计[J].哈尔滨理工大学学报,2010,15(6):74-77. |
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| 作者姓名： | 张银龙 刘国庆 王敏慧 |
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| 作者单位： | [1]装甲兵技术学院数学教研室,吉林长春130117 [2]哈尔滨工业大学理学院数学系,黑龙江哈尔滨150006 [3]哈尔滨师范大学阿城学院数学系,黑龙江哈尔滨150300 |
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| 摘 要： | 对任意给定的随机变量Xi∈0,M],i=1,2,具有一阶矩EXi=μi,二阶矩EX2i=σ2i+μ2i及EX1X2=μ1μ2+σ12,运用对偶的思想,通过确定控制二次函数,得到两类截尾变量均值Emax(X1,X2,K)的上下界和方差varmax(0,X1-X2-K)的上界估计.
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| 关 键 词： | 对偶 均值 方差 |
Estimates of Mean and Variance for Two Types of Truncated Random Variables |
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| ZHANG Yin-long,LIU Guo-qing,WANG Min-hui.Estimates of Mean and Variance for Two Types of Truncated Random Variables[J].Journal of Harbin University of Science and Technology,2010,15(6):74-77. |
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| Authors: | ZHANG Yin-long LIU Guo-qing WANG Min-hui |
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| Affiliation: | 1.Teaching and Research Section of Math,Armor Technique Iustitute of PLA,Changchun 130117,China;2.Dept of Math,College of Science,Harbin Institute of Technology,Harbin 150006,China;3.Dept of Math,Achem Iustitute,Harbin Normal University,Harbin 150300,China) |
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| Abstract: | For any given random variable Xi∈,i=1,2,with the first moment EXi=μi and the second moment EX2i=σ2i＋μ2i and EX1X2=μ1μ2＋σ12,by using the principle of duality and exactly dominating quadratic function,we can get the upper and lower bounds of two kinds of trancated random variables and the estimation of the upper bound of varmax（0,X1-X2-K）. |
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| Keywords: | duality mean variance |
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