摘要
通过区间构造、Doob鞅收敛定理以及Borel-Cantelli引理给出对数似然比极限不等式的三种证明方法.利用该不等式可证明概率论中的Borel强大数定律.
An inequality about the limit of log-likelihood ratio is proved by constructing the interval, Doob's martingale convergence theorem and Borel-Cantelli lemma. Borel's strong law of large numbers in the elementary probability theory is also testified with the help of the inequality.
出处
《高等数学研究》
2012年第4期39-41,58,共4页
Studies in College Mathematics
基金
江苏大学教学专项基金(中学体育教学改革
课程建设"842工程"概率论)