无限随机赌金系统下手续费收取的合理性  

The Fairness of Fee in the Infinity Random Selection System

作　　者：白云芬[1] 张俊显[1] 

机构地区：[1]石家庄学院数信系,河北石家庄050035

出　　处：《数学的实践与认识》2010年第23期82-87,共6页Mathematics in Practice and Theory

基　　金：石家庄学院博士科研启动基金;石家庄学院科研自然科学基金(09ZD008)

摘　　要：利用上鞅的性质,讨论赌博中赌徒的随机选择系统(赌金)在[0,∞)上取值时,赌徒对随机变量序列的估计分布与真实分布之间的极限关系,得到了用不等式表示的强偏差定理,从而得到在随机变量独立情况下庄家合理收取入场费的条件.In this paper,the random selection system is extended to[0,∞）.With the property of submartingles we get a series of strong deviation theorems represented by inequalities by contrasting the experiential distribution and the real distribution.Depending on these theorems,we can get the fair fee on condition that the variables are independent.

关 键 词：强偏差定理 随机选择系统 似然比 上鞅 

分 类 号：O211.6[理学—概率论与数理统计]