Download - 第五章: 随机变量的收敛性
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IID
YY
n
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1nA nA nA p
, ,
N,N,n , p
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2 0 0
Chebyshev
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5.1 XFnXnCDFFXCDF1
XnX 2Ft
XnX
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L2 converge to X in quadratic mean
L1converge to X in L1
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X converge almost surely to X
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cL1almost surely(L2)Quadratic meanprobabilitydistributionPoint-mass distribution
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A nA nA p
n p
Chebyshev
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5.3 0 0
Chebyshev
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F0Z
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WLLNIID
n
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SLLNIID
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p 01n
pn p n
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(Central Limit Theorem, CLT)IID ,
Z
X
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http://jyjs.gzhu.edu.cn:8080/skills/portal/resources/65995/67826/entryFile/swf/zhongxinjixian.htm
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X125
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nA
n p
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p01CLT
CLT
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3:140083117 400400400 n=400CLT
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2604%95% 260 x,CLT
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X
Berry-Esseen
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IID
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Delta
g
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IID CLT
Delta
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Delta
0
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IID CLT
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Chp526
Chp6
nAAA nAAA