The Upper Bound of Tail Probability for the Sum of Extended Negative Dependent Gamma Distribution Random Variables
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.
extension negative dependencetail probability upper boundweighted sum
万方数据
维普
