中国工程科学2011,Vol.13Issue(4):20-23,4.
正态云模型的重尾性质证明
Proof of the heavy-tailed property of normal cloud model
摘要
Abstract
Normal distribution and heavy-tailed distribution are very important in probability theories. They have totally different mathematical forms and physical meanings. The probability density function of normal distribution decay exponentially to 0. The majority of normal random variable values are around the mathematical expectation. The tailed distribution function of the random variables that obey heavy-tailed distribution shows heavy-tailed characteristic. The probability density function decays power exponentially to 0. In this paper, we proved that the normal cloud model is heavy-tailed distribution and its mathematical expectation exists. It is intermediate between notmal distribution and heavy-tailed distribution. The parameter He (hyper-entropy) of the normal cloud model is the bridge from normal distribution to heavy-tailed distribution.关键词
正态分布/重尾分布/正态云模型/峰度分类
信息技术与安全科学引用本文复制引用
李德毅,刘常昱,淦文燕..正态云模型的重尾性质证明[J].中国工程科学,2011,13(4):20-23,4.基金项目
国家自然科学基金资助项目(60974086) (60974086)
国家"973"资助项目(2007CB311003) (2007CB311003)