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
维普
万方数据