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arXiv 1908.035412019-08-09math.PRmath.STstat.TH

Extension of Limit Theory with Deleting Items Partial Sum of Random Variable Sequence

Jingwei Liu

英文摘要：

The deleting items theorems of weak law of large numbers (WLLN),strong law of large numbers (SLLN) and central limit theorem (CLT) are derived by substituting partial sum of random variable sequence with deleting items partial sum. We address the background of deleting items limit theory of random variable sequence, discuss the classical limit theory of Chebyshev WLLN, Bernoulli WLLN and Khinchine WLLN with standard mathematical analytical technique, then develop the deleting items theorems of WLLN, SLLN and CLT based on convergence theorems and Slutsky's theorem. Our theorems extend the classical limit theory of random variable sequence and provide the construction of some asymptotic bias estimators of sample expectation and variance.

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