数理化科学

混合泊松分布的随机序

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  • 1. 上海应用技术学院理学院, 上海201418; 2. 上海对外贸易学院商务信息学院, 上海201620

收稿日期: 2012-04-12

  网络出版日期: 2013-04-30

基金资助

国家自然科学基金资助项目(11071168); 浙江省自然科学基金资助项目(Y6110775)

Stochastic Ordering of Mixed Poisson Distribution

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  • 1. College of Sciences, Shanghai Institute of Technology, Shanghai 201418, China; 2. Business Information Management School, Shanghai Institute of Foreign Trade, Shanghai 201620, China

Received date: 2012-04-12

  Online published: 2013-04-30

摘要

研究了混合泊松分布类的随机控制序、失效率序以及失效率函数, 证明了混合泊松分布类相对其结构分布类的随机控制序(失效率序)是保随机控制序(失效率序)的, 但是结构分布类相对其混合泊松分布类的随机控制序却不一定是保随机控制序的, 并通过实例证明了混合泊松随机变量的失效率函数并非都是递增的.

本文引用格式

郁美玲1, 赵飞2 . 混合泊松分布的随机序[J]. 上海大学学报(自然科学版), 2013 , 19(2) : 165 -169 . DOI: 10.3969/j.issn.1007-2861.2013.02.011

Abstract

Stochastic dominance ordering, failure-rate ordering and failure-rate function of mixed Poisson distribution are investigated. It is proved that the class of stochastic dominance ordering of mixed Poisson distribution corresponding to the class of structural distribution keeps the stochastic dominance ordering.
However the class of structural distribution corresponding to the class of stochastic dominance order of mixed Poisson distribution is not definitely of stochastic dominance preserving-order. It is shown by examples that the failure function of mixed Poisson random variables does not definitely increase progressively.

参考文献

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[2] Ross S M. Stochastic processes [M]. New York: John Wiley & Sons, 1995: 1-510.

[3] Shaked M, Shanthikumar J G. Stochastic orders and their applications [M]. San Diego: Academic Press, 1994: 1-545.

[4] M¨uller A, Stoyan D. Comparison methods for stochastic models and risks [M]. Chichester: John Wiley & Sons, 2002: 1-350.

[5] Kass R, Van Heerwaarden A E, Goovaerts M J. Ordering of actuarial risks [M]. Amsterdam: Caire, 1994: 1-144.

[6] Grandell J. Mixed Poisson processes [M]. London: Chapman & Hall, 1997: 1-268.
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