井冈山大学学报(自然科学版)2025,Vol.46Issue(4):10-14,5.DOI:10.3969/j.issn.1674-8085.2025.04.002
指数分布END随机变量和的尾概率上界
TAIL PROBABILITY UPPER BOUNDS OF SUMS OF EXPONENTIAL DISTRIBUTED END RANDOM VARIABLES
摘要
Abstract
This study aims to explore the tail probability upper bounds of sums of random variables following different exponential distributions under the condition of END.First,based on the inherent properties of exponential distributions and the theoretical framework of END,a method for estimating the upper bounds of tail probabilities for random variable sums is proposed.By utilizing the mathematical expectation and probability generating function of exponential distributions,the study derives tail probability upper bounds in various scenarios.Furthermore,this research also addresses the weighted treatment of these random variables,successfully deriving the tail probability upper bounds for the weighted sums of two END random variables through an improved classical proof method.These findings not only provide significant theoretical support for understanding the behavioral characteristics of END random variables but also offer effective references for practical applications in related fields.关键词
概率极限理论/END随机变量/尾概率上界/指数分布/加权和Key words
probability limit theorem/END random variables/tail probability upper bound/exponential distributed/weighted sum分类
数理科学引用本文复制引用
于海芳,刘升华..指数分布END随机变量和的尾概率上界[J].井冈山大学学报(自然科学版),2025,46(4):10-14,5.基金项目
国家自然科学基金委青年科学基金项目(12301521) (12301521)
辽宁省教育厅计划项目(JYT20L03) (JYT20L03)