Let {X<sub>n</sub>, n≥1} be a sequence of random variables taking values in S={1,2,…} with the joint distribution f(x<sub>1</sub>,…, x<sub>n</sub>)=P(X<sub>1</sub>...Let {X<sub>n</sub>, n≥1} be a sequence of random variables taking values in S={1,2,…} with the joint distribution f(x<sub>1</sub>,…, x<sub>n</sub>)=P(X<sub>1</sub>=x<sub>1</sub>,…, X<sub>n</sub>=x<sub>n</sub>)】0, x<sub>i</sub>∈S,1≤i≤n.(1) It is easy to see that {X<sub>n</sub>, n≥l} are independent and identically distributed iff there exists a probability distibution on展开更多
文摘Let {X<sub>n</sub>, n≥1} be a sequence of random variables taking values in S={1,2,…} with the joint distribution f(x<sub>1</sub>,…, x<sub>n</sub>)=P(X<sub>1</sub>=x<sub>1</sub>,…, X<sub>n</sub>=x<sub>n</sub>)】0, x<sub>i</sub>∈S,1≤i≤n.(1) It is easy to see that {X<sub>n</sub>, n≥l} are independent and identically distributed iff there exists a probability distibution on