On a necessary conditon for the Erdos-Rnyi law of large numbers
暂无分享，去创建一个
For a sequence (X),1,2,2... of independent, identically distributed random variables with existing moment-generating function )(t) E exp(tX1) in some nondegenerate interval, Erdos and Renyi (1970) studied the maximum D (N, K) of the N K + 1 sample means K I(Sn+ K -Se), 0 n 0, andputting SO = 0, S, = .1_ 1Xi, and D(N,K)= max Sn+K n (1 < K N),
[1] Josef Steinebach,et al. A theorem about probabilities of large deviations with an application to queuing theory , 1975 .
[2] Stephen A. Book. An extension of the Erdős-Rényi new law of large numbers , 1975 .
[3] A. Rényi,et al. On a new law of large numbers , 1970 .
[4] Robert R. Read,et al. Exponential convergence rates for the law of large numbers , 1962 .
[5] Stephen A. Book. The Erdős-Rényi new law of large numbers for weighted sums , 1973 .