均值误差的随机加权逼近的重对数律──非独立同分布情况
The Law of the Iterated Logarithm of Random Weighting Approximation for Mean Error-Non.I.I.D.Situation
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Abstract: For the dislribulion if mean error under independent but not identically dislribuled conditions,its approximating dislribution whose precision reach O(√lnlnn/n) is obtained.
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Key words:
- mean error /
- random weight /
- approximation
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[1] 徐冬生、郑忠国,随机加权法的渐近展开,应用概率统计,3,4(1987),340-347. [2] 白志东、赵林诚,独立随机变量之和的分布函数的渐近展开,中国科学(A辑),8(1985). [3] V.V.Petrov,Sums of Independent Random Variables,Springer-Verlag(1975). [4] 姚泽清,一类有渐近展开的分布的独立和逼近,系统科学与数学,8,2(1988),113-126. [5] R.Wittmann,A general law of iterated logarithm,Z.Wahr.Verw.Geb.,68(1985),521-543.
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