安庆师范学院学报（自然科学版）2016，Vol.22Issue(3)：28-30,3.DOI:10.13757/j.cnki.cn34-1150/n.2016.03.009
FGM 相依结构下随机变量关于最值的次指数性
Subexponentiality under the Operation of the Minimum and Maximum for FGM Dependent Random Variables
摘要
Abstract
This paper mainly studies the closure properties about the subexponential class for the minimum and maximum of two subexponential random variables according to FGM dependence structure.It is proven that, under FGM dependence structure, the minimum of two subexponential random variables is still subexponential.Furthermore, in the same case, the sufficient and necessary condition of the maximum of two subexponential random variables is subexponential.The obtained results generalize the case of reference[9].关键词
FGM相依结构/次指数分布/最小值/最大值Key words
FGM dependence structure/subexponential distribution/minimum/maximum分类
数理科学引用本文复制引用
刘庆庆..FGM 相依结构下随机变量关于最值的次指数性[J].安庆师范学院学报（自然科学版）,2016,22(3):28-30,3.基金项目
安徽省高等学校自然科学研究基金（KJ2014A020）。 （）
