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有Edgeworth展式的分布的随机加权逼近的重对数律
引用本文:王炳章,方小娟.有Edgeworth展式的分布的随机加权逼近的重对数律[J].数学进展,2002,31(5):467-475.
作者姓名:王炳章  方小娟
作者单位:烟台大学数学与信息科学系,烟台,山东,264005,中国
基金项目:The work is Supported by Hebei Province Ph.D.Fund
摘    要:本文研究了未知分布的逼近问题,利用随机加权法,给出了有Edgeworth展式的一类(未知)分布的模拟分布,证明了在一定条件下,模拟分布与未知分布的逼近精度达到O(n^-1√lnlnn),称之为随机加权逼近的重对数律。

关 键 词:Edgeworth展式  分布  随机加权  逼近  重对数律

The Law of Iterated Logarithm of Random Weighting Approximation for Distribution Admitting Edgeworth Expansion
Wang Bingzhang,Fang Xiaojuan.The Law of Iterated Logarithm of Random Weighting Approximation for Distribution Admitting Edgeworth Expansion[J].Advances in Mathematics,2002,31(5):467-475.
Authors:Wang Bingzhang  Fang Xiaojuan
Abstract:In this paper, the approximate problem of unknown distribution is investigated. By using random weighting method, the simulated distribution of unknown distribution admitting Edgeworth expansion is presented. It is proved that under certain conditions, the precision of the simulated distribution's approximation to unknown distribution reach O(n-1). It is called the law of iterated logarithm of random weighting approximation.
Keywords:random weighting  simulating distribution  Edgeworth expansion  the law of iter-ated logarithm
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