中国科学技术大学学报 ›› 2019, Vol. 49 ›› Issue (9): 699-703.DOI: 10.3969/j.issn.0253-2778.2019.09.002

• 原创论文 • 上一篇    下一篇

复合泊松分布的对数凹性质

夏婉婉   

  1. 中国科学技术大学管理学院统计与金融系,安徽合肥 230026
  • 收稿日期:2018-02-02 修回日期:2018-05-04 出版日期:2019-09-30 发布日期:2019-09-30

Log-concavity of compound Poisson distributions

  1. XIA Wanwan
  • Received:2018-02-02 Revised:2018-05-04 Online:2019-09-30 Published:2019-09-30
  • About author:XIA Wanwan, female, born in 1992,PhD candidate. Research field:Log-concave,entropy,stochastic comparison. E-mail: xiaww@mail.ustc.edu.cn

摘要: 根据前人文献给出的对数凹性质、TP2性质和再生性的关系, 得到了双参数复合泊松分布关于其参数的对数凹性质以及TP2性质的相关结论.

关键词: 再生性, 二阶全正性, 二阶反向正则, 似然比递增, 失效率递增, 反向失效率递减

Abstract: Log-concavity and total positivity of order 2 (TP2)properties of two-parameter compound Poisson distributions Q(x|θ,ν) with respect to x , θ and ν was studied by exploiting the interrelationships between log-concavity, TP2 and reproductive property developed by the existing literatures. One application was also presented.

Key words: reproductive property, total positivity of order 2, reverse rule of order 2, increasing likelihood ratio, increasing failure rate, decreasing reversed hazard rate