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一类随机变量序列关于乘积分布的强偏差定理
Strong deviation theorem for a class of random variable sequenceon product binomial distribution
【摘要】 引进似然比作为整值随机变量序列相对于服从二项分布的独立随机变量序列的偏差的一种度量,并通过限制似然比给出了样本空间的一个子集,在此子集上得到了任意整值随机变量序列的一类用不等式表示的强极限定理,作为推论得到了服从二项分布的独立随机变量序列的一族强大数定理.进一步发展和完善了状态空间有限的随机变量序列关于乘积分布的强偏差定理.
【Abstract】 As a measure of deviation between a sequence of integer-valued random variables and a sequence of independent random variables with binomial distribution, the notion of the likelihood ratio is introduced. A subset of the sample space is given by restricting the likelihood ratio. On this subset a class of limit theorems represented by inequalities for the sequence of arbitrary integer-valued random variables are obtained. And as corollaries of the strong deviation of random variables on binomial distribution, a class of the strong laws of sequences of independent binomial distribution random variables are obtained.
【Key words】 strong deviation theorem; binomial product distribution; super martingales; logarithmic likelihood ratio;
- 【文献出处】 江苏大学学报(自然科学版) ,Journal of Jiangsu University (National Science Edition) , 编辑部邮箱 ,2004年06期
- 【分类号】O211.4
- 【被引频次】3
- 【下载频次】78