无对称条件下的稳定性估计

Romanas Januškevičius, Olga Januškevičienė
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引用次数: 0

摘要

设X, X1, X2,…, Xn为i.d随机变量。B. Ramachandran和C.R. Rao证明了如果样本均值(X = X) = (X1 +⋯+ Xn)/n和单项X的分布至少在n = j1和n = j2两点重合,使得log j1/ log j2是无理数,则X遵循柯西定律。假设X(n)与X至少在两个n值上近似地满足符合条件,并在度量λ上有一些误差ε,证明了(不需要任何对称条件)X的特征函数在一定意义上接近柯西分布的特征函数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On stability estimations without any conditions of symmetry
Let X, X1, X2, ..., Xn be i.i.d. random variables. B. Ramachandran and C.R. Rao have proved that if distributions of sample mean ‾X = ‾X(n) = (X1 + ⋯ + Xn)/n and monomial X are coincident at least at two points n = j1 and n = j2 such that log j1/ log j2 is irrational, then X follows a Cauchy law. Assuming that condition of coincidence of \bar X(n) and X are fulfilled at least for two n values, but only approximately, with some error ε in metric λ, we prove (without any conditions of symmetry) that, in certain sense, characteristic function of X is close to the characteristic function of the Cauchy distribution.
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