请输入您要查询的字词:

 

单词 AbsoluteMomentsBoundingnecessaryAndSufficientCondition
释义

absolute moments bounding (necessary and sufficient condition)


Let X be a random variableMathworldPlanetmath; then

E[|X|k]Mk k1,k𝐍

if and only if,i0,i𝐍

E[|X|k]E[|X|i]Mk-i ki,k𝐍

Proof.

a) (E[|X|k]E[|X|i]Mk-i    E[|X|k]Mk)

It’s enough to take i=0 and the thesis follows easily.


b) (E[|X|k]Mk E[|X|k]E[|X|i]Mk-i)

Let 1ik (the case i=0 is trivial). Then, using Cauchy-Schwarzinequality N times, one has:

E[|X|k]=E[|X|i2|X|k-i2]
E[|X|i]12E[|X|2k-i]12
=E[|X|i]12E[|X|i2|X|2k-32i]12
E[|X|i](12+14)E[|X|4k-3i]14
E[|X|i](12+14+18)E[|X|(8k-7i)]18
E[|X|i](m=1N12m)E[|X|2Nk-(2N-1)i]12N
=E[|X|i](1-12N)E[|X|2N(k-i)+i]12N
E[|X|i](1-12N)M(k-i)+i2N,

and since this must hold for any N, we obtain

E[|X|k]E[|X|i]Mk-i

随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 19:53:33