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論文名稱 Title |
Klesov 定理中收斂速率之研究 On the Convergence Rate in a Theorem of Klesov |
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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 |
12 |
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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 |
2004-05-28 |
繳交日期 Date of Submission |
2004-06-24 |
關鍵字 Keywords |
完備收斂、收斂速度 convergence rate, complete convergence |
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統計 Statistics |
本論文已被瀏覽 5760 次,被下載 2145 次 The thesis/dissertation has been browsed 5760 times, has been downloaded 2145 times. |
中文摘要 |
設${X_{n}}^{infty}_{n=1}$為獨立且具有共同分佈之隨機變數,令$S_{n}=displaystyle sum^{n}_{k=1}X_{k}$。定義 $lambda(varepsilon)=displaystyle sum^{infty}_{n=1}P{|S_{n}|geq nvarepsilon}$,本文主要來探討 $lambda(varepsilon)$ 的收斂速度。O.I. Klesove 指出如果 $EX_{1}=0, EX_{1}^{2}= ho^{2} eq 0, E|X_{1}|^{3}<infty$, 則 $displaystylelim_{varepsilondownarrow0}displaystylevarepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$, 這篇論文則是證明如果條件 $E|X_{1}|^{3}<infty$ 設為 $displaystyleforalldeltain(frac{1}{2},1]$, $E|X_{1}|^{2+delta}<infty$, 則 $displaystylelim_{varepsilondownarrow0}displaystylevarepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$ 亦會成立 。 |
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 $S_{n}=X_{1}+X_{2}+...+X_{n}$@. Denote $lambda(varepsilon)=displaystylesum_{n=1}^{infty}P(|S_{n}|geq nvarepsilon)$@. O.I. Klesov proved that if $EX_{1}=0$, $EX_{1}^{2}=sigma ^{2} eq 0$, $E|X_{1}|^{3}<infty$, then $displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$. In this thesis, it is shown that if $EX_{1}=0$, $EX_{1}^{2}=sigma ^{2} eq 0$, $E|X_{1}|^{2+delta}<infty$ for some $displaystyledeltain(frac{1}{2},1]$, then $displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$. end{abstract} |
目次 Table of Contents |
1. Introduction -------------1 2. Main result -------------5 3. Reference -------------11 |
參考文獻 References |
1. P. L. Hsu and H. Robbins (1947), Complete convergence and the law of large numbers , Proc. Nat. Acad. Sci. U. S. A. 33 , no. 2,25-31. 2. P. Erd$ddot{o}$s (1949), On a theorem of Hsu and Robbins , Ann. Math. Statist. 20, no. 2, 286-291. 3. P. Erd$ddot{o}$s (1950), Remark on my paper $"$On a theorem of Hsu and Robbins$"$ , Ann. Math. Statist. 21, no. 1, 138-138. 4. Bikjalis, A. (1966), Estimates of the remainder term in the central limit theorem, Litovsk. Mat. Sb.6.323-346. 5. John Slivka and N.C. Severo (1970), On the strong law of large numbers, Proc. Amer. Math. Soc. 24, 729-734. 6. C. F. Wu (1973), A note on the convergence rate of the strong law of large numbers, Bull. Inst. Math. Acad. Sinica. 1, 121-124. 7. C. C. Heyde (1975), A supplement to the strong law of large numbers, J. Appl. Probab. 12, no. 1, 903-907. 8. Robert Chen (1976), A remark on the strong law of large numbers,Proc. Amer. Math. Soc, Vol. 61, no. 1, 112-116. 9. R. G. Laha and V. K. Rohatgi, Probability Theory, Wiley, New York, 1979. 10.R. N. Bhattacharya and R. Ranga Rao, Normal approximation and asymptotic expansions, 2nd ed., 1986. 11. O.I. Klesov (1994), On the convergence rate in a theorem of Heyde, Theor. Probab. and Math. Statist. no. 49, 83-87. |
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