| 相关序的进一步研究 |
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| 作者姓名： | ZhangYi LuTongyu |
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| 作者单位： | [1]Dept.ofMath.,ZhejiangUniv.,Hangzhou310028,China. [2]CollegeofManagement,ChinaJiliangUniversity,Hangzhou310018,China. |
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| 基金项目： | the National Natural Science Foundation of China( 1 0 371 1 0 9) |
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| 摘 要： | Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained.
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| 关 键 词： | 相关顺序 二变量 随机向量 概率论 |
| 收稿时间： | 25 September 2003 |
A further study on correlation order |
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| ZhangYi LuTongyu.A further study on correlation order[J].Applied Mathematics A Journal of Chinese Universities,2004,19(4):429-434. |
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| Authors: | Zhang Yi Lu Tongyu |
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| Affiliation: | Dept.of Math., Zhejiang Univ., Hangzhou 310028,China;College of Management, China Jiliang University, Hangzhou 310018,China |
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| Abstract: | Let (X1,X2,…,Xn) and (Y1,Y2,…,Yn) be real random vectors with the same marginal distributions, if (X1,X2,…,Xn)≤
c
(Y1,Y2,…,Yn, it is showed in this paper that Σ
i=1
n
X
i≤
cx
Σ
i=1
n
Yi and max1≤k≤n
Σ
i=1
k
X
i≤
icx
max 1≤k≤n
Σ
i=1
k
Yi hold. Based on this fact, a more general comparison theorem is obtained.
Supported Partly by the National Natural Science Foundation of China (10371109). |
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| Keywords: | correlation order convex order increasing convex order comparison theorem |
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