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两类截尾变量的均值与方差的估计 被引量：6

Estimates of Mean and Variance for Two Types of Truncated Random Variables
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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. 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）.
作者 张银龙 刘国庆 王敏慧
机构地区 装甲兵技术学院数学教研室 哈尔滨工业大学理学院数学系 哈尔滨师范大学阿城学院数学系
出处 《哈尔滨理工大学学报》 CAS 北大核心 2010年第6期74-77,共4页 Journal of Harbin University of Science and Technology
关键词 对偶 均值 方差 duality mean variance
分类号 O211.5 [理学—概率论与数理统计]
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参考文献11

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同被引文献36

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哈尔滨理工大学学报
2010年 第6期

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