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设{X_j,j≥1}是一串独立r.v.序列,对每一个j≥1,c_j(λ)是(0,+∞)上的连续函数或λ仅取值n=1,2,….且设0≤c_j(λ)≤1对一切j,λ记S_λ=Σ_(j=1)~∞c_j(λ)X_j.对应于X_j,j≥1满足相同分布的情形,适当正则化后,在一定的条件下,[1],[2]研究了S_λ渐近正态分布的非一致收敛速度.[3],[4]则考虑了其重对 相似文献
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关于两两NQD列的若干极限性质 总被引:32,自引:0,他引:32
本文讨论了两两NQD列的Marcinkiewicz型弱大数律及Jamison型加权和的强稳定性,指出了两两NQD列与独立列的一个本质性区别,从而提出了解决两两NQD旬几乎处处收敛和完全收敛的一种方式。 相似文献
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Let X1,X2,... be a sequence of i.i.d. random variables and let X(1),X(2),... be the associatedrecord value sequence. We focus on the asymptotic distributions of sums of records, Tn=∑nk=1X(k), forX1 ∈ LN(γ). In this case, we find that 2 is a strange point for parameter γ. When γ> 2, Tn is asymptoticallynormal, while for 2 >γ> 1, we prove that Tn cannot converge in distribution to any non-degenerate lawthrough common centralizing and normalizing and log Tn is asymptotically normal. 相似文献
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1. IntroductionLet {Xu, n 2 1} be a sequence of r.v.IS in the same probability space and put Sa =nZ Xi, n 2 1; L(x) = mad (1, logx).i=1Since the definition of complete convergence is illtroduced by Hsu and Robbins[6], therehave been many authors who devote themselves to the study of the complete convergence forsums of i.i.d. real-valued r.v.'s, and obtain a series of elegys results, see [3,7]. Meanwhile,the convergence rates in the law of logarithm of i.i.d. real-vained r.v.'s have also be… 相似文献
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设 x_1,x_2,…为一列强平稳、m-相依的随机变量.设(?)(x,y)为二维 Borel 可测的对称实值函数.称为以 φ 为核的 m- 相依样本 U-统计量在 x_1,x_2,…iid 时,人们对 U-统计量的性质进行了深入的研究,建立了较为完整的理论.但对相依样本下的 U-统计量却很少有深刻的结果.近来人们对相依样本下相应课题 相似文献
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Let (X,y) be a R~d×R~1-valued radom vector with E(?)=E(Y|X=x) be the regression funvion of Y with respect to X.Su (X_i, Y_i),i=1, …,n, are iid samples drawn ftc, from (X,Y).(?)desired to estimate m(x) based on these samples,everoye discussed in (?) the pointwise convergence of the nearest neigthoor estimate m_n(X) (see (5) of the present paper). Ih this article we further study the rate of this eonyer-gence.It is shown that if there exists p≥2 sach that E 、|Y|<∞,then for suitabte choice of the weighte C_m (see(4) of the present paper). 相似文献