| 指数分布对任意非负连续型随机变量的逼近 |
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| 引用本文： | 杨随根,李高荣. 指数分布对任意非负连续型随机变量的逼近[J]. 河北工业大学学报, 2005, 34(4): 90-93 |
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| 作者姓名： | 杨随根 李高荣 |
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| 作者单位： | 1. 天津商学院,应用数学科学系,天津,300134
2. 北京工业大学,应用数理学院,北京,100022 |
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| 摘 要： | 利用指数型分布类研究相依连续型非负随机变量序列的极限性质，得到一类强偏差定理，即用不等式表示的一类强极限定理，证明中提出了将似然比和Laplace变换应用于强极限定理研究的一种方法。
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| 关 键 词： | 强偏差定理 指数分布 强极限定理 似然比 Laplace变换 |
| 文章编号： | 1007-2373(2005)04-0090-04 |
| 修稿时间： | 2004-12-30 |
The Approximation of Exponential Distribution on the Sequences of Dependent Nonnegative Continuous Random Variable |
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| YANG Sui-Gen,LI Gao-Rong. The Approximation of Exponential Distribution on the Sequences of Dependent Nonnegative Continuous Random Variable[J]. Journal of Hebei University of Technology, 2005, 34(4): 90-93 |
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| Authors: | YANG Sui-Gen LI Gao-Rong |
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| Affiliation: | YANG Sui-Gen1,LI Gao-Rong2 |
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| Abstract: | In virtue of the exponential distribution, the limit properties of the sequences of dependent nonnegative con- tinuous variables are studied, and a class of strong limit theorems represented by inequalities with random bounds which call the random deviation theorem are obtained. In the proof, the notion of likelihood ratio and an approach of applying the tool of Laplace transform to the study of strong limit theorem is proposed. |
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| Keywords: | exponential distribution likelihood ratio strong deviation theorem strong limit theorem Laplacetransform |
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