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摘要: |
本文研究了Fisher-Z分布次序统计量的随机比较问题.利用Beta随机变量的性质以及比例风险率模型的次序统计量随机比较的结论,获得了Fisher-Z分布次序统计量向量的普通多元随机序的比较,推广了文献中的相关结果. |
关键词: 普通多元随机序 次序统计量 比例风险率模型 Beta分布 Fisher-Z分布 |
DOI: |
分类号:O212.4 |
基金项目:国家自然科学基金资助(11201003);全国统计科学研究计划项目(2012LY158);安徽省自然科学基金面上项目(1408085MA07);安徽高校省级重点科学研究项目(KJ2013A137);安徽师范大学博士科研启动基金项目(2014bsqdjj34). |
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ON USUAL MULTIVARIATE STOCHASTIC ORDERING OF ORDER STATISTICS FROM FISHER-Z DISTRIBUTIONS |
FANG Long-xiang,TANG Wei
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Abstract: |
In this paper, we study the stochastic comparisons of order statistics from heterogeneous Fisher-Z components. By the properties of Beta random variable and the known stochastic comparative results of order statistics from proportional hazard rates models, we obtain the stochastic comparisons of order statistics from heterogeneous Fisher-Z components with respect to the usual multivariate stochastic order, which generalize some results in literatures. |
Key words: usual multivariate stochastic order order statistics proportional hazard rates model Beta distribution Fisher-Z distribution |