摘要
引进似然比作为任意随机变量序列相对于服从二项分布的独立随机变量序列偏差的一种度量,并通过限制似然比给出了样本空间的一个子集,在此子集上得到了博弈系统中任意随机变量序列关于乘积二项分布的一类强极限定理,作为推论得到了博弈系统中服从二项分布的独立随机变量序列的一族强大数定理。
As a measure of the deviation between a sequence of the arbitrary random variables and a sequence of independent random variables with the product binomial distribution, the notion of the likelihood ratio is introduced. A subset of the sample space is given by restricting the likelihood ratio, and a class of strong limit theorems on this subset for the sequence of arbitrary integer-valued random variables on the product binomial distribution are obtained in the gambling system. As corollaries, a class of strong large laws for the sequences of independent random variables with binomial distributions in the gambling system are also obtained.
出处
《江苏科技大学学报(自然科学版)》
CAS
北大核心
2007年第1期33-36,共4页
Journal of Jiangsu University of Science and Technology:Natural Science Edition
关键词
博弈系统
任意随机序列
对数似然比
二项分布
gambling system
arbitrary stochastic sequence
logarithmic likelihood ratio
binomial productdistribution