中心极限定理的理论及其应用.pdf

中心极限定理的理论及其应用 摘 要 本文从随机变量序列的各种收敛与它们间的关系谈起，通过对概率经典定理 ——中心极限定理在独立同分布和不同分布两种条件下的结论作了比较系统的 阐述，揭示了随机现象最根本的性质——平均结果的稳定性。经过对中心极限定 理的讨论，给出了独立随机变量之和的分布用正态分布来表示的理论依据。同样 中心极限定理的内容也从独立分布与独立不同分布两个角度来进行讨论。同时通 过很多相关的正反例子，进行说明这些定理所给出的条件是否是充要条件;强调 在实际问题中灵活的应用和辨别是否服从我们给出的定理条件。最后了解一些简 便的中心极限定理在数理统计、管理决策、近似计以及保险业等方面的应用，来 进一步地阐明了中心极限定理分支学科中的重要作用和应用价值。 关键词：随机变量，独立随机变量，特征函数，中心极限定理 I 中心极限定理的理论及其应用 Abstract This paper concerns on the convergence and relation of the series of random variable. By means of the studying on laws of large numbers and centrallimit theorems under the condition either of independent and identically distribution or independent but differentdistributions comprehensively，we illuminate that the mean value is stable which is the essential property for the event. And we enplaned the rules that the sum of in dependent random variables submitted the normal distribution according to central--limit theorems. At the same time，we analyzed and stated the Markov theorem under the different terms and conditions，so its theorems， i.e. Chebyshev theorem，Bemoulli theorem，Poisson theorem including Khintchine theorem based on the distribution. Moreover ，we have got the strong law of large numbers in the sense of its probability with1 by generalization. Centrallimit theorems were studied in the same way. In addition ，we showed the relations between various law of large numbers ，Various centrallimit theorems and themselves mutually. The more interesting is that plenty of correlative examples including Positive and negative are illustrated to emphasize the