内蒙古民族大学学报（自然科学版）2025，Vol.40Issue(1)：17-21,5.DOI:10.14045/j.cnki.15-1220.2025.01.003
延拓负相依伽马分布随机变量和的尾概率上界
The Upper Bound of Tail Probability for the Sum of Extended Negative Dependent Gamma Distribution Random Variables
摘要
Abstract
The upper bound of tail probabilities for different random variables with extended negative dependen-cies that follow different gamma distributions are studied.By given the variance of gamma distribution,probability generating function and the property of extended negative dependence,the tail probability upper bounds of the sum of different random variables with different gamma distributions are estimated by the mathematical expectation of gamma distribution,and the tail probability upper bounds of two different random variables are obtained.By weight-ing different random variables that follow different gamma distributions with extended negative dependencies,and using an improved classical proof method,the expected values of random variables in gamma distributions and the related properties of extended negative dependencies are obtained,and the tail probability upper bound of the weighted sum of two different random variables with extended negative dependencies and different gamma distribu-tions is obtained.关键词
延拓负相依/尾概率上界/加权和Key words
extension negative dependence/tail probability upper bound/weighted sum分类
数理科学引用本文复制引用
马宇波,华志强,宋欢..延拓负相依伽马分布随机变量和的尾概率上界[J].内蒙古民族大学学报（自然科学版）,2025,40(1):17-21,5.基金项目
国家自然科学基金项目(1196010102) （1196010102）
内蒙古自治区直属高校基本科研业务费项目(GXKY23Z028) （GXKY23Z028）
内蒙古自治区教育厅项目(JGSZ2023040) （JGSZ2023040）
内蒙古民族大学博士科研启动基金项目(BS459,BS468) （BS459,BS468）
内蒙古民族大学自然科学基金项目(NMDGP17105,NMDYB18007,NMDYB2020010) （NMDGP17105,NMDYB18007,NMDYB2020010）
内蒙古民族大学教务处课题(XJXN-KC202309) （XJXN-KC202309）
