样本均值随机加权估计的弱大数定律

Weak Law of Large Numbers for Sample Mean of Random Weighting Estimate

本文证明了随机加权估计中一个常用公式Ｈｎ－１（ｔ）＝Ｆｎ－１。Ｔｎ（ｔ）在光滑条件下有Ｈｎ－１（ｔ）＝Ｆｎ－１。Ｔｎ（ｔ）成立。又在一阶矩有限的条件下，给出并证明了样本均值随机加权估计的弱大数定律。

Abstract The formula Hn-1(t)=Fn-1.Tn(t)under smoothed conditions Hn-1(t)=Fn-1(t)·Tn(t)is proved.For the random weighting mean,a weak law of large numbers is obtained underthe assumption of finiteness of the first moment.