作者jangwei (呆呆)
看板Statistics
标题Re: [问题] 为什麽一般高统课本 比较常教弱大数法ꬠ…
时间Sat Apr 12 17:56:19 2008
※ 引述《bookticket ()》之铭言：
: 为什麽一般高统课本
: _
: 比较常教 弱大数法则 lim P(|X-μx| <ε)=1,for anyε>0
: n->∞
This version is called the
weak law because convergence in probability is
weak convergence of random variables. That is,
_ P
Xn → μx
: _
: 比较少讲 强大数法则 lim X=μx
: n->∞
What you worte is wrong
SLLN is as follows:
_ _
a.s.
P(lim Xn =μx ) = 1 or equivalently Xn → μx
n->∞
This version is called the
strong law because almost sure convergence is
strong convergence of random variables.
The proof is
more complex than that of the weak law and was proved by
A.N. Kolmogorov.
You can see it in this book, "A first course in probability" by S. Ross.
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1F：推 bookticket:感激不尽:) 04/12 22:58