非径向对称性度量为3/n(n>=3)的随机向量的结构及其最佳界

The Structure and Best-Possible Bounds of Random Variables which Degree of Radial Asymmetry is

摘要: 本文基于Copula研究随机向量的非径向对称性理论. 首先研究了非径向对称性度量为的随机变量的Copula结构, 给出非径向对称性度量为的Copula的精确最佳界. 然后拓展到一般情况, 给出一个Copula的非径向对称性度量为的必要条件, 研究了非径向对称性度量为的随机变量的Copula结构, 得到非径向对称性度量等于的Copula的宽泛最佳界.

Abstract: We study the random variables of radial asymmetry based on copulas. We research on the structure of random variables which radial asymmetry degree is and get the exact best-possible bounds of random variables which radial asymmetry degree is equal to . Then we expand to general case. We propose an essential condition of radial asymmetry degree is and study the structure of copula. We provide a broad bounds of copula that the radial asymmetry degree is .