| 连续型随机序列与幂函数分布的比较及几何平均的若干强极限定理 |
| |
| 引用本文： | 张敬和,汪忠志.连续型随机序列与幂函数分布的比较及几何平均的若干强极限定理[J].大学数学,2002,18(1):27-29. |
| |
| 作者姓名： | 张敬和 汪忠志 |
| |
| 作者单位： | 安徽工业大学,数理系,马鞍山,243002 |
| |
| 摘 要： | 本文引入似然比概念作为一般连续型随机变量相对于乘积幂函数分布的偏差的一种随机性度量 ,运用鞅理论及分析方法 3 - 4 ] ,得到了一种新形式的强大数定理 ,即关于随机变量几何平均 Gn(ω)=∏ni=1Xi1 /n的强极限定理 .
|
| 关 键 词： | 连续型随机变量 似然比 上鞅 几何平均 |
| 文章编号： | 1007-4120(2002)01-0027-03 |
| 修稿时间： | 2001年3月23日 |
The Comparison between Continuos Random Variables and Power Function Distribution and Some Strong Limit Theorems of Geometric Average |
| |
| ZHANG Jing-he,WANG Zhong-zhi.The Comparison between Continuos Random Variables and Power Function Distribution and Some Strong Limit Theorems of Geometric Average[J].College Mathematics,2002,18(1):27-29. |
| |
| Authors: | ZHANG Jing-he WANG Zhong-zhi |
| |
| Abstract: | In this paper, the notion of likelihood ratio as the random measure of deviation between continuous random variables and multiplicative power function distribution is introduced, and by using the theory of martingale and the method of analysis , we get a new type strong law of large numbers, a.e. the strong limit theorem of the geometric average G n(ω) =JB(∏ni=1) 1/n for r.v.s' X n. |
| |
| Keywords: | continuous random variable likelihood ratio supper martingale geometric average |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
