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The Strong Law Of Large Numbers For The Sum Of Partial Sums Of Identically Distributed Pairwise NQD Sequences And Its Application

Posted on:2012-02-21Degree:MasterType:Thesis
Country:ChinaCandidate:W HeFull Text:PDF
GTID:2230330395987921Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper mainly investigates the strong law of large number for the sum of partial sums of indentically distributed pariwise NQD sequences,and its application in the ADL index.Since pairwise NQD sequences are introduced in1960s,it has been aroused the concern of scholars home and abroad,because of its catholic application.However,since it is a very extensive random variables, the investigation about it seems more deffi-cult.Currently,for the pairwse NQD sequence.only Matula get the same result with the I.I.D sequences about the Kolmogorov-type strong law of large numbers,but the study about the Marcinkiewicz-type strong law of large numbers hasn’t reached the degree of I.I.D sequcences.Based on the limit theorm for the sums of pairwise NQD sequence,this paper investigates limit theorem for the sum of partial sums of pairwise NQD sequence.In the first part,the strong law of large number is established by giving some egnvialent conditions.In the second part, the content applies the conclutions of the first part lo the ADL index in the stock market,and verifies the reasonableness of the analysis with examples.
Keywords/Search Tags:pariwise NQD seqence, law of large number, partial sums, sum ofpartial sums, ADL index, application
PDF Full Text Request
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