Estimates of Mean and Variance for Two Types of Truncated Random Variables

ZHANG Yin-long; LIU Guo-qing; WANG Min-hui

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Estimates of Mean and Variance for Two Types of Truncated Random Variables

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- Estimates of Mean and Variance for Two Types of Truncated Random Variables
- Vol. 15, Issue 6, Pages: 74-77(2010)
- 作者机构：
  
  1. 装甲兵技术学院数学教研室
  2. 哈尔滨工业大学理学院数学系
  3. 哈尔滨师范大学阿城学院数学系
- 作者简介：
- 基金信息：
- DOI：
  CLC： O211.5
- Published：2010
- 稿件说明：
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ZHANG Yin-long, LIU Guo-qing, WANG Min-hui. Estimates of Mean and Variance for Two Types of Truncated Random Variables[J]. 2010, 15(6): 74-77.
DOI：

ZHANG Yin-long, LIU Guo-qing, WANG Min-hui. Estimates of Mean and Variance for Two Types of Truncated Random Variables[J]. 2010, 15(6): 74-77. DOI：

摘要

对任意给定的随机变量Xi∈[0

i=1

具有一阶矩EXi=μi

二阶矩EX2i=σ2i+μ2i及EX1X2=μ1μ2+σ12

运用对偶的思想

通过确定控制二次函数

得到两类截尾变量均值Emax(X1

K)的上下界和方差varmax(0

X1-X2-K)的上界估计.

Abstract

For any given random variable Xi∈

i=1

with the first moment EXi=μi and the second moment EX2i=σ2i+μ2i and EX1X2=μ1μ2+σ12

by using the principle of duality and exactly dominating quadratic function

we can get the upper and lower bounds of two kinds of trancated random variables and the estimation of the upper bound of varmax(0

X1-X2-K).

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