单峰分布下三段截尾变量均值上界的估计

摘要

Supposed random variables X is the unimodal distribution,mode Md>0,X ∈[ −a ∞+.Introduced the measure transformation based on the dual theory , obtained the upper bounds of mean for three-piece truncated random variables max{0,X,mX−z}, with m>1,z>0.%　　假定随机变量X 为单峰分布，众数M >，[+)X a∈−∞，．在对偶理论的基础上引入测度d 0变换，得到了三段截尾变量{max 0 X mX z−，，（其中：1m>；0z>）均值的上界．}