自正则化大偏差的一个注记

邵启满. 自正则化大偏差的一个注记[J]. 应用概率统计, 2006, 22(4): 358-362.

引用本文:

邵启满. 自正则化大偏差的一个注记[J]. 应用概率统计, 2006, 22(4): 358-362.

SHAO Qiman. A Note on the Self-Normalized Large Deviation[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 358-362.

Citation:

SHAO Qiman. A Note on the Self-Normalized Large Deviation[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 358-362.

A Note on the Self-Normalized Large Deviation

摘要: 设X_1,X_2,\cdots为一列独立同分布的随机变量序列\bd 邵(1997)在没有任何矩条件下建立了自正则化大偏差定理, 但其上界的证明相当复杂\bd 为此, 本文给出了一个简洁的证明

Abstract: Let X_1,X_2,\cdots be a sequence of i.i.d. random variables. Shao (1997) established a self-normalized large deviation without any moment assumption. However, the proof of the upper bound was quite complicated. In this note we give a much simpler proof.

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