摘要
Let （Xn）n∈EN be a sequence of arbitrary continuous random variables, by the notion of relative entropy hμ^μ（w） as a measure of dissimilarity between probability measure # and reference measure μ, the explicit, general bounds for the partial sums of arbitrary continuous random variables under suitable conditions are developed. The argument uses the known and elementary lcmma of convergence for likelihood ratio.
Let （Xn）n∈EN be a sequence of arbitrary continuous random variables, by the notion of relative entropy hμ^μ（w） as a measure of dissimilarity between probability measure # and reference measure μ, the explicit, general bounds for the partial sums of arbitrary continuous random variables under suitable conditions are developed. The argument uses the known and elementary lcmma of convergence for likelihood ratio.
基金
Supported by the NNSF of China(10571076)
Anhui High Education Research Grant( 2006Kj246B).
