作者WiseWater (Guest)
看板Statistics
标题[问题]
时间Wed Jan 2 22:01:26 2008
S_n=sum(X_i); X_i iid
bar(X_n)=S_n/n;
要怎麽由 P(S_n>a)<=e^(-at)[M_x(t)]^n (已证) a是常数
去推 P(S_n>a)<=c^n ,0<c<1 (M_x(0)=1,M'_x(0)=E(X)),if E(X)<0.
谢谢!
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