负相协随机变量列的强大数律  

A Strong Law of the Large Numbers for Sequence of Negatively Associated Random Variables

作　　者：刘立新[1] 

机构地区：[1]对外经贸大学金融学院,北京100029

出　　处：《吉林大学学报（理学版）》2006年第5期727-730,共4页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金(批准号:10071003)

摘　　要：负相协(NA)随机变量是一包含独立随机变量的有广泛应用的随机变量类,对于独立随机变量情形,Teicher给出了一类强大数律.本文应用NA随机变量的概率不等式,在更弱的条件下,对具有不同分布的NA随机变量列建立了有关强大数律的定理,进而将Teicher的结果推广到NA随机变量.Negatively Associated （NA） random variables are a more general class of random variables which include a set of independent random variables and have been applied to many practical fields. It is well known that Teicher proved a strong law of large numbers for independent random variables. By means of some proba- bility inequalities of NA random variables, under the weaker conditions than those in the case of independent random variables, we established some theorems on the strong law of large numbers for NA random variables with different distributions. Teicher＇s results have thus been extended to the negatively associated random variables.

关 键 词：NA随机变量 概率不等式 强大数律 

分 类 号：O211.4[理学—概率论与数理统计]