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对数似然比极限不等式的三种证法及其应用

Three Proofs of an Inequality about the Limit of Log-likelihood Ratio and its Application
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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.
作者 汤莹 杨卫国
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)
关键词 对数似然比 Doob鞅收敛定理 BOREL-CANTELLI引理 Borel强大数定律 log-likelihood ratio, Doob's martingale convergence theorem, Borel-Cantelli lemma, Borel's strong law of large numbers
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参考文献7

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