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    Please use this identifier to cite or link to this item: http://ir.cnu.edu.tw/handle/310902800/22533

    標題: Asymptotic Representation of The Proportion of The Sample Below The Sample Mean For Φ -mixing Random Variables
    關於Φ -混合隨機變數中低於樣本平均之樣本比例近似表現理論
    作者: Chung-Wen Chang
    Wen-Sz Chiue
    Bih-Sheue Shieh
    貢獻者: 化妝品應用管理系
    關鍵字: Φ -mixing
    almost sure representation
    weak dependent
    law of iterated logarithm
    invariant priciple
    Φ -混合
    日期: 1999
    上傳時間: 2010-04-08 13:04:42 (UTC+8)
    摘要: Let {Xi:-∞<i<∞}be a stationary sequence of random variables. Let Fn(x) be the corresponding empirical distribution function of X1,…,Xn,and let X=Σi=1 Xi/n be the sample mean. In this paper,we derive the asymptotic almost sure representation, the central limit theorem, a law of iterated logarithm, a Wiener process embedding and an invariant principle for Fn(X) under different Φ-mixing conditios.
    設{xi :-∞<i<∞} 為一穩定的隨機變數序例,Fn(x)為對應X1,…,Xn的經驗累積分配函數,X為x1,…, Xn的樣本平均。此論文中,我們導出在不同Φ-混合情況下, Fn(X)的幾乎處處近似表現,中央極限理論,對數反覆律,Wiener隨機對應和不變原理等性質。
    關聯: 嘉南學報 25 : p.178-184
    Appears in Collections:[嘉南學報] 25 期 (1999)
    [化妝品應用與管理系(所)] 期刊論文
    [資訊管理系] 期刊論文

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