IID
YY
n
1nA nA nA p
, ,
N,N,n , p
2 0 0
Chebyshev
5.1 XFnXnCDFFXCDF1
XnX 2Ft
XnX
L2 converge to X in quadratic mean
L1converge to X in L1
X converge almost surely to X
cL1almost surely(L2)Quadratic meanprobabilitydistributionPoint-mass distribution
A nA nA p
n p
Chebyshev
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_1283760857.unknown
5.3 0 0
Chebyshev
F0Z
WLLNIID
n
_1283339497.unknown
_1283339523.unknown
_1283339599.unknown
_1283753996.unknown
_1320491588.unknown
_1283339667.unknown
_1283339539.unknown
_1283339509.unknown
_1283339464.unknown
_1283339475.unknown
_1283339435.unknown
SLLNIID
p 01n
pn p n
(Central Limit Theorem, CLT)IID ,
Z
X
http://jyjs.gzhu.edu.cn:8080/skills/portal/resources/65995/67826/entryFile/swf/zhongxinjixian.htm
X125
nA
n p
p01CLT
CLT
3:140083117 400400400 n=400CLT
2604%95% 260 x,CLT
X
Berry-Esseen
IID
Delta
g
IID CLT
Delta
Delta
0
IID CLT
Chp526
Chp6
nAAA nAAA