[問題]

[WiseWater (Guest)]

S_n=sum(X_i); X_i iid
bar(X_n)=S_n/n;

要怎麼由 P(S_n>a)<=e^(-at)[M_x(t)]^n (已證) a是常數

去推 P(S_n>a)<=c^n ,0<c<1 (M_x(0)=1,M'_x(0)=E(X)),if E(X)<0.

謝謝!

--
※ 發信站: 批踢踢實業坊(ptt.cc) 
◆ From: 140.130.208.48