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論文名稱 Title |
完備收斂的收斂速度 On the convergence rate of complete convergence |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
10 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2003-05-30 |
繳交日期 Date of Submission |
2003-06-12 |
關鍵字 Keywords |
收斂速度、完備收斂 complete convergence, convergence rate |
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統計 Statistics |
本論文已被瀏覽 5748 次,被下載 2696 次 The thesis/dissertation has been browsed 5748 times, has been downloaded 2696 times. |
中文摘要 |
設${X_{n}}^{infty}_{n=1}$為獨立且具有共同分怖之隨機變數,令$displaystyle S_{n}=sum^{n}_{k=1}X_{k}$。定義 $displaystylelambda(varepsilon)=sum^{infty}_{n=1}P{left|S_{n} ight|geq nvarepsilon}$,本文主要來探討 $lambda(varepsilon)$ 的收斂速度。 O.I. Klesov 證得如果 $E|X_{1}|^{3}$存在,則 $displaystyle varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}}) ightarrow 0$。 這篇論文,我們得到如果對任意 $displaystyle deltain(frac{sqrt{7}-1}{3},1]$, $E|X_{1}|^{2+delta}$都存在 ; 則 O.I. Klesov 所證得的結果仍然成立。 |
Abstract |
egin{abstract} hspace{1cm}Let $X_{1}$, $X_{2}$, $cdots$, $X_{n}$ be a sequence of independent indentically distributed random variables ( i. i. d.) and $displaystyle S_{n}=X_{1}+X_{2} +cdots X_{n}$. Denote $displaystylelambda(varepsilon)=sum^{infty}_{n=1}P{left|S_{n} ight|geq nvarepsilon}$, the convergence rate of $displaystylelambda(varepsilon)$ is studied. O.I. Klesov proved that if $E|X_{1}|^{3}$ exists, then $displaystyle varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}}) ightarrow 0$. In this thesis, we show that if $E|X_{1}|^{2+delta}<infty$ for some $displaystyle deltain(frac{sqrt{7}-1}{3},1]$, the result of O.I. Klesov still holds. end{abstract} |
目次 Table of Contents |
1. Introduction -------------1 2. Main result -------------4 3. Reference -------------10 |
參考文獻 References |
1. P. L. Hsu and H. Robbins, Complete convergence and the law of large numbers { Proc. Nat. Acad. Sci. U.S.A. } (1947), no.2, 25-31. 2. C. C. Heyde, A supplement to the strong law of large numbers, {J. Appl. Probab.} (1975), no.1, 903-907. 3. P. Erdos, On a theorem of Hsu and Robbins, {Ann. Math. Statist.} {f 20} (1949), no.2, 286-291. 4. P. Erdos, Remark on my paper " On a theorem of Hsu and Robbins", {Ann. Math. Statist.} (1950), no.1, 138-138. 5. O.I. Klesov, On the convergence rate in a theorem of Heyde, {Theor. Probab. and Math. Statist. } (1994), no.49, 83-87. 6. John Slivka and N. C. Severo, On the strong law of large numbers, {Proc. Amer. Math. Soc.} (1970), 729-734. 7. C. F. Wu, A note on the convergence rate of the strong law of large numbers, {Bull. Inst. Math. Acad. Sinica}. (1973), 121-124. 8. Yu. V. Prokhorov and V. Statulevicius, Limit theorems of probability theory, Springer-Verlag, New York, 2000. 9. R. N. Bhattacharya and R. Ranga Rao, Normal Approximation and 10.Asymptotic Expansions 2nd ed., Wiley, New York, 1986. R. G. Laha and V. K. Rohatgi, Probability Theory, Wiley, New York, 1979. |
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