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

Posted on:2013-06-21Degree:MasterType:Thesis
Country:ChinaCandidate:X L YangFull Text:PDF
GTID:2250330395986283Subject:Probability theory and mathematical statistics
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This paper mainly investigates the strong law of large number for the sum of partial sums of different distributed pariwise NQD sequences,and its application in the OBOS index in stock maiket.Since pairwise NQD sequences are introduced in1960s,it has been aroused the concern of scholars home and abroad,because of its catholic application. How-ever,since it is a very extensive random variables, the investigation about it seems more defficult. 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 num-bers,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 to the OBOS index in the stock market,and analysis with examples.
Keywords/Search Tags:pariwise NQD seqence, law of large number, partial sums, sumof partial sums, OBOS index
PDF Full Text Request
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