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Slika - Shrani.si

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A. Juriˇ<strong>si</strong>ć in V. Batagelj: Verjetnostni račun in statistika 253<br />

✬<br />

ˇSibki in krepki zakon velikih ˇstevil<br />

Naj bo X1, . . . , Xn zaporedje spremenljivk, ki imajo matematično upanje.<br />

Označimo Sn = n<br />

k=1 Xk in<br />

Yn = Sn − ESn<br />

n<br />

= 1<br />

n<br />

n<br />

(Xk − EXk) = 1<br />

n<br />

k=1<br />

Če za zaporedje X1, . . . , Xn velja krepki zakon, velja tudi ˇ<strong>si</strong>bki.<br />

✫<br />

n<br />

k=1<br />

Xk − 1<br />

n<br />

Pravimo, da za zaporedje slučajnih spremenljivk Xk velja:<br />

• ˇ<strong>si</strong>bki zakon velikih ˇstevil, če gre verjetnostno Yn → 0,<br />

tj., če ∀ε > 0 velja<br />

lim<br />

n→∞ P<br />

<br />

Sn − ESn <br />

<br />

n < ε = 1;<br />

• krepki zakon velikih ˇstevil, če gre skoraj gotovo Yn → 0,<br />

tj., če velja <br />

<br />

Sn − ESn<br />

P lim<br />

= 0 = 1.<br />

n→∞ n<br />

Univerza v Ljubljani ▲<br />

❙ ▲<br />

▲<br />

n<br />

EXk.<br />

k=1<br />

● ❙ ▲<br />

▲<br />

☛ ✖<br />

▲<br />

✩<br />

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