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胡太忠
一直从事于可靠性数学理论、多维模型、统计相依与随机比较理论及其应用研究。
个性化签名
- 姓名：胡太忠
- 目前身份：
- 担任导师情况：
- 学位：
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学术头衔：
博士生导师
- 职称：-
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学科领域：
数理统计学
- 研究兴趣：一直从事于可靠性数学理论、多维模型、统计相依与随机比较理论及其应用研究。
男, 1965年3月生，分别于1989年、1991年和1994年于中国科学技术大学数学系获得理学学士、硕士和博士学位，1996年晋升为副教授，2001年晋升为教授并聘为博士生导师。曾于1992年和1994年两次获中国科学院研究生院长奖学金优秀奖。现为荷兰《Insurance: Mathematics & Economics》杂志编委，德国《Zentralblatt MATH》和美国《Mathematical Reviews》评论员，安徽省现场统计协会副秘书长和理事。多年来一直从事于可靠性数学理论、多维模型、统计相依与随机比较理论及其应用研究。在国外期刊“Journal of Multivariate Analysis”、“Naval Research Logistics”、“Journal of Applied Probability”、“Theory of Probability and its Applications”、“Stochastic Processes and Their Applications”、“Probability in the Engineering and Informational Sciences”、“Journal of Theoretical Probability”、“Statistics & Probability Letters”、“Journal of Statistical Inference and Planning”等和国内核心期刊上发表学术论文45篇。部分工作已得到国外同行的认可，有些工作已被收录到最近几年国外出版的专著中。
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522
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成果数
10
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2005-03-31
【期刊论文】Negatively Superadditive Dependence of Random Variables With Applications*
胡太忠， Taizhong Hu
《应用概率统计》，2000，16, 133-144.，-0001，（）：
-1年11月30日
A random vector X=(X1, X2,…,Xm) is said to be negatively superadditive dependent (NSD) if for every superadditive function Φ, EΦ(X1, X2,…,Xm) ≤EΦ(Y1, Y2,…,Ym), where Y1, Y2,…, Ym are independent with Yi d= Xi for each i. Some basic properties and three structural theorems of NSD are derived and applied to show that a number of well-known multivariate distributions possess the NSD property. Applications are also presented.
negative dependence,， negative association,， negatively superadditive dependence
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2005-03-31
胡太忠， aizhong Huy Zegang Zhu
Stochastic Processes and Their Applications, 2001, 95 (1), 55-61.，-0001，（）：
-1年11月30日
The closure property of the up shifted likelihood ratio order under convolutions was first proved by Shanthikumar and Yao (1986) by establishing a stochastic monotonicity property of birth-death processes. Lillo, Nanda and Shaked (2000) made a slight extension of this closure property for any random variables with interval supports by using the result of Shanthikumar and Yao (1986). A new analytic proof of the closure property is given, and the method is applied to establish another result involving the up shifted hazard rate and reversed hazard rate orders.
(， up shifted)， likelihood ratio order,， (， up shifted)， hazard rate order,， (， up shifted)， reversed hazard rate order
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2005-03-31
【期刊论文】Comparisons of Dependence for Stationary Markov Processes*
胡太忠， Taizhong Hu†， Xiaoming Pan
Probability in the Engineering and Informational Sciences, 2000, 14 (3), 299-315.，-0001，（）：
-1年11月30日
Results and conditions which quantify the decrease in dependence with lag for a stationary Markov process and enable one to compare the dependence for two stationary Markov processes are obtained. The notions of dependence used in this paper are the supermodular ordering and the concordance ordering. Both discretetime and continuous-time Markov processes are considered. Some applications of the main results are given. In queueing theory, the monotonicity results of the waiting time of the n-th customer as well as the stationary waiting time in an MR/GI/1 queue, and the stationary workload in a Markov-modulated queue are established, thus strengthening previous results while simplifying their derivation. This paper is a continuation of Fang, Hu and Joe [7] and Hu and Joe [10].
monotone Markov process,， supermodular ordering,， concordance ordering,， birth-death process,， Markov-modulated recursive model,， Markov-modulated queue,， stationary workload
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2005-03-31
胡太忠， Taizhong Hu†， Zegang Zhu， Ying Wei
Probability in the Engineering and Informational Sciences, 2001, 15 (2), 259-272.，-0001，（）：
-1年11月30日
Let X1:n ≤ X2:n ≤…≤ Xn:n denote the order statistics of a set of independent and not necessarily identically distributed random variables X1,…, Xn. Under mild assumptions, it is shown that Xk-1:n-1≤lr Xk:n for k=2,…, n if X1≤lr X2≤lr…≤lr Xn, and that Xk:n≤lr Xk:n-1 for k=1,… n-1 if X1≥lr X2≥lr…≥lr Xn, where ≤lr denotes the likelihood ratio order. Concerning the mean residual life order (≤mrl), it is shown that Xn-1:n-1 ≤mrl Xn:n if Xj≤mrl Xn for j=1,…, n-1. Two counterexamples are also given to illustrate that Xk-1:n-1 ≤mrl Xk:n in this case is, in general, not true for k<n.
likelihood ratio order,， (， reversed)， hazard rate order,， usual stochastic order,， mean residual life order,， order statistics,， k-out-of-n system,， permanent
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2005-03-31
【期刊论文】Dispersion-type Variability Orders
胡太忠， F
Probability in the Engineering and Informational Sciences, 2003, 17 (3), 305-334.，-0001，（）：
-1年11月30日
Dispersion-type orders are introduced and studied. The new orders can be used to compare the variability of the underlying random variables, among which are the usual dispersive order and the right spread order. Connections among the new orders and other common stochastic orders are examined and investigated. Some closure properties of the new orders under the operation of order statistics, transformations and mixtures are derived. Finally, several applications of the new orders are given
Likelihood ratio order,， hazard rate order,， mean residual life order,， usual stochastic order,， increasing convex order,， Laplace transform order,， dispersive order,， right spread order,， order statistics,， spacing,， imperfect repair,， non-homogeneous Poisson process,， mixture,， aging classes
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46浏览
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2005-03-31
【期刊论文】Moment Inequalities for Discrete Ageing Families
胡太忠， Taizhong Hu， Min Ma， Asok K. Nanda
Communications in Statistics, Part A-- Theory and Methods, 2003, 32 (1), 61-90.，-0001，（）：
-1年11月30日
Some moment inequalities are well known in the literature to be valid for several continuous ageing families. In this paper, we establish moment inequalities for D-ILR [D-DLR], DS-IFR, DS-DMRL [DS-IMRL], DW-NBU [DS-NWU], DW-NBUE [DS-NBUE] and DW-HNBUE [DS-HNWUE] families of discrete non-negative integer-valued random variables, and also give some minor results about moment inequalities of random variables that are ordered in the mean residual life order.
moment inequalities,， ageing,， log-concave,， log-convex,， stochastic orders,， D-ILR [D-DLR],， DS-IFR,， DS-DMRL [DS-IMRL],， DW-NBU [DS-NWU],， DW-NBUE [DS-NWUE],， DW-HNBUE [DS-HNWUE]
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2005-03-31
【期刊论文】Further developments on sufficient conditions for negative dependence of random variables
胡太忠， Taizhong Hu* and Jianping Yang
Statistics & Probability Letters, 2004, 66 (3), 369-381.，-0001，（）：
-1年11月30日
LetW=(W1,…,Wn) be a random vector of n independent random variables, and let R=(R1,…,Rn) be another random vector having the permutation distribution on {1,2,…,n}, independent of W. If the Wi's are ordered in the likelihood ratio order [resp. the hazard rate order, the reversed hazard rate order, and the usual stochastic order], it is shown that (WR1, WR2,…,WRn) is negatively regression dependent [resp. negatively right tail dependent, negatively left tail dependent, and negatively associated]. Several applications of the main results are also given.
negatively regression dependent,， negatively right tail dependent,， negatively left tail dependent,， negatively associated,， likelihood ratio order,， hazard rate order,， reversed hazard rate order,， usual stochastic order,， order statistics
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2005-03-31
【期刊论文】Properties of Some Stochastic Orders: a Unified Study
胡太忠， Taizhong Hu， Asok K. Nanda， Huiliang Xie and Zegang Zhu
Naval Research Logistics, 2004, 51 (2), 193-216.，-0001，（）：
-1年11月30日
The notions of the likelihood ratio order of degree s (s≥0) are introduced for both continuous and discrete integer-valued random variables. The new orders for s=0, 1 and 2 correspond to the likelihood ratio, hazard rate and mean residual life orders. We obtain some basic properties of the new orders and their up shifted stochastic orders, and derive some closure properties of them. Such a study is meaningful because it throws an important light on the understanding of the properties of the the likelihood ratio, hazard rate and mean residual life orders. On the other hand, the properties of the new orders have potential applications.
likelihood ratio order of degree s,， up shifted likelihood ratio order of degrees,， likelihood ratio order,， hazard rate order,， mean residual life order,， ILRs,， ILR,， IFR,， DMRL
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2005-03-31
【期刊论文】Stochastic properties of p-spacings of generalized order statistics*
胡太忠， Taizhong Hu and Weiwei Zhuang
Probability in the Engineering and Informational Sciences, 2005, 19 (2), 259-278.，-0001，（）：
-1年11月30日
The concept of generalized order statistics was introduced as a unified approach to a varity of models of ordered random variables. The purpose of this paper is to investigate the conditions on the parameters which enable one to establish several stochastic comparisons of general p-spacings for a subclass of generalized order statistics in the likelihood ratio and the hazard rate orders. Preservation properties of the logconvexity and logconcavity of p-spacings are also given.
Likelihood ratio order,， Hazard rate order,， Usual stochastic order,， DLR,， ILR,， IFR,， DFR,， Order statistics,， Generalized order statistics,， Spacings
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2005-03-31
【期刊论文】Dependence Structures of Multivariate Bernoulli Random Vectors*
胡太忠， Taizhong Hu， Lingyan Ruan and Chaode Xie
Journal of Multivariate Analysis, 2005, 94 (1), 172-195.，-0001，（）：
-1年11月30日
In some situations, it is dicult and tedious to check notions of dependence properties and dependence orders for multivariate distributions supported on anite lattice. The purpose of this paper is to utilize a newly developed tool, majorization with respect to weighted trees, to lay out some general results that can be used to identify some dependence properties and dependence orders for multivariate Bernoulli random vectors. Such a study gives us some new insight into the relations between the concepts of dependence.
weakly positive [negatively] associated,， positively [negatively] supermodular dependent,， strongly positive [negative] orthant dependent,， positive [negative] orthant dependent,， supermodular order,， concordance order,， majorization with respect to weighted trees,， probability trees.，
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