共查询到17条相似文献，搜索用时 218 毫秒
1.
随机变量相依关系的度量 总被引：1，自引：1，他引：0
严忠权 《黔南民族师范学院学报》2008,28(6):34-38
首先研究了相关系数在度量随机变量相依关系上的优点和缺陷,介绍了度量随机变量相依关系的理想统计量应具备的条件,针对联合分布可拆成一元边际分布和Copula的积,因此连接联合分布与边际分布的Copula函数应包含随机变量相依关系的一切信息,在此基础上给出了基于Copula函数表示的Spearman’s相关系数和Kendall’s相关系数以及它们的性质． 相似文献
2.
考虑了2个带有常数利息率的相依更新风险模型.首先研究了非复合风险模型,其中索赔额是上尾渐近独立且带有控制变换尾分布的非负随机变量,索赔时间间隔是宽下象限相依的,保费收入过程是一个非负的随机过程,利用风险理论中的方法,得到了有限时破产概率在某个有界区间上的一致渐近性.在此基础上,利用随机和尾渐近性的分析方法,进一步研究获得了更为复杂且合理的复合相依更新风险模型中有限时破产概率的一致渐近性公式,其中单个索赔额特殊化为广义负相依的,并且事故时间间隔仍然保持宽下象限相依的,索赔额和索赔次数均为控制变换尾的. 相似文献
3.
对Copulas函数族作了系统总结,用Copula函数给出了随机变量间的相依和联合的一系列和谐度量指标:包括和谐、象限相依、似然比相依、秩相关系数Kendall's τ、Spearman'p 以及指标之间的相互关系基于Copula的表达式. 相似文献
4.
随机变量的Kendall相关系数的推广 总被引：1，自引：1，他引：0
多维随机变量之间常常存在着复杂的相依关系,而度量相依关系指标大多只刻画二维随机变量之间相依程度。借助Copula工具及利用Kendall相关系数是和谐概率的线性变化的特点,将二维Kendall相关系数推广到n维,并在此基础上探讨其性质以及不同维度的Kendall相关系数之间的关系。 相似文献
5.
在可靠性中,可以利用随机变量之间的相协关系来刻画随机变量之间的相依性,但相协的概念并不完善,针对这个问题,提出了负相协的定义,给出了负相协的性质,最后对负相协和负象限两种相依关系进行了研究. 相似文献
6.
对某概率空间上的一类随机变量列，在其服从强大数定律、单调递增、服从中心极限定律等情况下，分别推导了其相关性质． 相似文献
7.
8.
利用方向导数探讨多元函数的单调性与极值 总被引：1，自引：0，他引：1
将一元函数的单调性推广到多元函数上,给出了多元函数单调性的定义,利用方向导数探讨了多元函数关于方向导数的中值公式与多元函数单调性的判定法则,并利用该法则推出了求多元函数的极值的方法. 相似文献
9.
10.
11.
The local characteristics of multi-dimensional random variables are seldom considered in the general modeling method of multivariate copula.A new modeling method,called pair-copula construction,is introduced to remedy this defect.Different types of copula distribution functions are allowed to be introduced in this method.Correspondingly,the related characteristics of complex multivariate can be described by a cascade of pair-copula acting on two variables at a time.In the analysis of asynchronism-synchronism of regional precipitation in WED interbasin water transfer areas,the pair-copula construction method is compared with the general modeling method of multivariate copula.The results show that the local dependence structure would exist among hydrologic variables even in three-dimensional cases.In this situation,the general modeling method of multivariate copula would face difficulties in fitting distribution.However,the pair-copula construction method could capture the local information of hydrologic variables efficiently by introducing different types of copula distribution functions.Moreover,the compensation capacity of water resources is strong in different hydrological areas of WED water transfer project.The asynchronous frequency of wetness and dryness is 69.64% and the favorable frequency for water transfer is 46.15%. 相似文献
12.
陈丽华 《福建师大福清分校学报》2004,(2):1-2,8
研究一类二阶隐积分微分方程的周期边值问题,首先将方程转化为算子方程,然后对算子方程应用广义迭代法证得算子方程极解的存在性和单调性,从而证得周期边值问题极解的存在性和单调性. 相似文献
13.
由于可交换随机变量的基本结构定理De Finetti定理---可交换随机变量无限序列以其尾σ-代数为条件是独立同分布的,因而可交换随机变量应具有类似于独立同分布随机变量的性质。本文给出了可交换随机变量与独立同分布随机变量间关系的一些结论。 相似文献
14.
Analyses of the correlation between hyperspectral reflectance and pigment content including chlorophyll-a, chlorophyll-b and carotenoid of leaves in different sites of rice were reported in this paper. The hyperspectral reflectance of late rice during the whole growing season was measured using a Spectroradiometer with spectral range of 350-1050 nm and resolution of 3 nm. The chlorophyll-a, chlorophyll-b and carotenoid contents in rice leaves in rice fields to which different levels of nitrogen were applied were measured. The chlorophyll-a content of upper leaves was well correlated with the spectral variables. However, the correlation between both chlorophyll-b and caroteniod and the spectral variables was far from that of chlorophyll-a. The potential of hyperspectral reflectance measurement for estimating chlorophyll-a of upper leaves was evaluated using univariate correlation and multivariate regression analysis methods with different types of predictors. This study showed that the most suitable estimated model of chlorophyll-a of upper leaves was obtained by using some hyperspectral variables such as SDr, SDb and their integration. 相似文献
15.
一个连通图G的Wiener指数W（G）是指图G中所有顶点对之间距离之和。主要研究单圈图去掉一条割边后其Wiener指数的上界和下界问题,并刻画了达到上界和下界的所有极图。 相似文献
16.
GARCH-M （generalized autoregressive conditional heteroskedasticity in the mean） model is used to analyse the volatility clustering phenomenon in mobile communication network traffic. Normal distribution, t distribution and generalized Pareto distribution assumptions are adopted respectively to simulate the random component in the model. The demonstration of the quantile of network traffic series indicates that common GARCH-M model can partially deal with the “fat tail” problem. However, the “ fat tail” characteristic of the random component directly affects the accuracy of the calculation. Even t distribution is based on the assumption for all the data. On the other hand, extreme value theory, which only concentrates on the tail distribution, can provide more accurate result for high quantiles. The best result is obtained based on the generalized Pareto distribution assumption for the random component in the GARCH-M model. 相似文献
17.
给出了一种基于指标相关性和因子分析的特征选择方法,剔除与样本弱相关指标、减少冗余指标,从而简化了评价指标体系.基于酿酒葡萄和葡萄酒的理化指标体系分别建立多元线性回归模型,并在此基础上同时考虑两者对葡萄酒质量的影响,得到了综合评价模型,并将该方法应用于2012年高教杯全国大学生数学建模竞赛葡萄酒质量评价中,得到了葡萄酒质量与酿酒葡萄和葡萄酒理化指标的定量关系.结果表明:回归方程准确率为98.49%. 相似文献