• 제목/요약/키워드: The Weak Law of Large Numbers

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A NOTE ON THE WEAK LAW OF LARGE NUMBERS FOR EXCHANGEABLE RANDOM VARIABLES

  • Hong, Dug-Hun;Lee, Sung-Ho
    • 대한수학회논문집
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    • 제13권2호
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    • pp.385-391
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    • 1998
  • In this note, we study a weak law of large numbers for sequences of exchangeable random variables. As a special case, we have an extension of Kolmogorov's generalization of Khintchine's weak law of large numbers to i.i.d. random variables.

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IDENTICALLY DISTRIBUTED UNCORRELATED RANDOM VARIABLES NOT FULFILLING THE WLLN

  • Landers, Dieter;Rogge, Lothar
    • 대한수학회보
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    • 제38권3호
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    • pp.605-610
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    • 2001
  • It is shown that for each 1 < p < 2 there exist identically distributed uncorrelated random variables $X_n\; with\;E({$\mid$X_1$\mid$}^p)\;<\;{\infty}$, not fulfilling the weak law of large numbers (WLLN). If, however, the random variables are moreover non-negative, the weaker integrability condition $E(X_1\;log\;X_1)\;<\;{\infty}$ already guarantees the strong law of large numbers.

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A Note on Weak Law of targe Numbers for $L^{1}(R)^{1}$

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.299-303
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    • 1998
  • In this paper weak laws of large numbers are obtained for random variables in $L^{1}(R)$ which satisfy a compact uniform integrability condition.

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ON THE WEAK LAW FOR RANDOMLY INDEXED PARTIAL SUMS FOR ARRAYS

  • Hong, Dug-Hun;Sung, Soo-Hak;Andrei I.Volodin
    • 대한수학회논문집
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    • 제16권2호
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    • pp.291-296
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    • 2001
  • For randomly indexed sums of the form (Equation. See Full-text), where {X(sub)ni, i$\geq$1, n$\geq$1} are random variables, {N(sub)n, n$\geq$1} are suitable conditional expectations and {b(sub)n, n$\geq$1} are positive constants, we establish a general weak law of large numbers. Our result improves that of Hong [3].

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수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성 (Weak convergence for weighted sums of level-continuous fuzzy random variables)

  • 김윤경
    • 한국지능시스템학회논문지
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    • 제14권7호
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    • pp.852-856
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    • 2004
  • 이 논문에서는 퍼지 랜덤 변수의 합에 대한 약한 대수의 법칙을 일반화로서, 컴팩트 일양 적분 가능한 수준 연속 퍼지 랜덤 변수의 가중 합이 약 수렴하기 위한 동치 조건을 구하였다.