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5.10 (標準) 大数法則,中心極限定理,標本分散の一致性

Last updated at Posted at 2022-05-28

方針

確率収束,分布収束に使える最もメジャーな道具である大数法則 (LLN) と中心極限定理 (CLT) を解説する.iidの確率変数が列になっていた場合,標本平均の形を見つけてLLN,CLTに繋げるパターン.

知ったこと-53.jpg
知ったこと-54.jpg

答案

5.-17.jpg
5.-18.jpg

参考文献

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