期刊文献+

离散指数分布序列的强偏差与强逼近 被引量:1

Strong Deviation and Strong Approximation for Sequences of Discrete Exponential Distributions
下载PDF
导出
摘要 本文引入离散指数分布概念,建立了关于离散型指数分布序列的强偏差定理和强大数定律.同时,得到离散指数分布序列对连续指数分布序列的强逼近. The discrete exponential contribution is introduced.We establish strong deviation theorems and strong laws of large numbers for sequences of discrete exponential contributions.Moreover,we get the strong approximation for continuous random variables with exponential distribution by using discrete random variables.
作者 王学武
出处 《应用数学》 CSCD 北大核心 2012年第1期105-109,共5页 Mathematica Applicata
关键词 指数分布 对数似然比 强偏差 强逼近 Exponential contribution Log-likelihood ratio Strong deviation Strong approximation
  • 相关文献

参考文献6

  • 1LIU Wen. Relative entropy densities and a class of limit theorems of the sequence of rn-valued random variables[J].Ann. Probab. , 1990,18 : 829-832.
  • 2LIU Wen. A Class of small deviation theorems for the sequence of nonnegative integer valued random variables[J]. Taiwan Residents J. Math. , 1997,1 : 291-320.
  • 3LIU Wen. A class of strong law for the sequence of nonnegative integer valued random variables[J]. Chinese Science Bulletin, 1995,40 : 1068-1072.
  • 4WANG Xuewu. A class of strong deviation theorems for the sequence of nonnegative integer valued random variables[J].Stat. Probab. Letts. , 2008,78: 3281-3287.
  • 5WANG Zhongzhi. A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large number[J].Stat. Probab. Letts. ,2006,76:2017-2026.
  • 6Doob J L. Stochastic Process[M]. New York:Wisly,1953.

同被引文献5

  • 1刘文.强偏差定理与分析方法[M].北京:科学出版社,2002.
  • 2Von Mises R. Mathematical Theory of Probability and Statistics[M]. New York: Academic Press, 1964.
  • 3伊藤清(日)著,刘璋温译.概率论[M].北京:科学出版社,1963.
  • 4Wang Z Z. A class of random strong deviation theorems for sums of nonnegative stochastic sequences and strong law of large numbers[J]. Statistics & Probability Letters, 2006, 76(18): 2017-2026.
  • 5汪忠志,杨卫国.关于相依离散随机序列的若干强偏差定理[J].系统科学与数学,2011,31(8):932-942. 被引量:7

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部