摘要
利用对数似然比作为一类整值随机变量序列相对于独立随机变量序列的偏差度量,在限定对数似然比的给定样本空间的子集上,建立并证明一类整值随机变量序列的强偏差定理,作为推论得到了此类分布的独立随机变量序列的若干强大数定律.
The notion of logarithm likelihood ratio, as a measure of deviation between a sequence of the integer valued ran- don variables with independent generalized geometric distribution, is introduced. We establish strong deviation theorems on the subset given by restricting the logarithm likelihood ratio, and obtain many strong laws of large number for independent random sequence obeyed generalizaed geometric distribution.
出处
《经济数学》
2007年第3期300-306,共7页
Journal of Quantitative Economics
关键词
强偏差
广义几何分布
对数似然比
A.S.收敛
强大数定律
Strong deviation, generalized geometric distribution, logarithm likelihood ratio, convergence a. s., strong law of large number.
