Re: [問題] 收斂問題

看板Statistics作者 (Gordon Mercer)時間17年前 (2007/01/20 06:19), 編輯推噓0(000)
留言0則, 0人參與, 最新討論串3/6 (看更多)
D Pr Suppose X_n ──→ X and Y_n ──→ 0, then D툊 X_n+Y_n ──→ X [pf] Let x be a point of continuity of F (x). X Let ε>0 be given where ε is sufficiently small. We have ┌ ┐ ┌ ┐ P│X_n+Y_n≦x│=P│{X_n+Y_n≦x}∩{x-X_n≧-ε}│+ └ ┘ └ ┘ ┌ ┐ P│{X_n+Y_n≦x}∩{x-X_n<-ε}│ └ ┘ ┌ ┐ ┌ ┐ ≦P│X_n≦x+ε│+P│Y_n<-ε│ └ ┘ └ ┘ ┌ ┐ ≦F (x+ε)+P││Y_n│>ε│ X_n └ ┘ we see that ___ ┌ ┐ lim P│X_n+Y_n≦x│≦F (x+ε) n→∞ └ ┘ X Also, ┌ ┐ ┌ ┐ P│X_n+Y_n>x│=P│{X_n+Y_n>x}∩{x-X_n≧ε}│+ └ ┘ └ ┘ ┌ ┐ P│{X_n+Y_n>x}∩{x-X_n<ε}│ └ ┘ ┌ ┐ ┌ ┐ ≦P│Y_n>ε│+P│X_n>x-ε│ └ ┘ └ ┘ ┌ ┐ ≦P││Y_n│>ε│+1-F (x-ε) └ ┘ X_n ┌ ┐ ┌ ┐ => P│X_n+Y_n≦xF (x-ε)-P││Y_n│>ε│ └ ┘ X_n └ ┘ ┌ ┐ => F (x-ε)≦ lim P│X_n+Y_n≦x│ Xꈠ  ̄ ̄ └ ┘ Thus, ┌ ┐ F (x-ε)≦ lim P│X_n+Y_n≦x│ X  ̄ ̄ └ ┘ ___ ┌ ┐ ≦ lim P│X_n+Y_n≦x│≦F (x+ε) └ ┘ X Letting ε↓0 gives us the desired result. 這樣寫 ok 嗎 ^^謝謝 ※ 編輯: b218h 來自: 220.139.147.70 (01/20 06:30)
文章代碼(AID): #15iKFOSs (Statistics)
文章代碼(AID): #15iKFOSs (Statistics)