自正则化大偏差的一个注记

摘要

Let X1,X2,… be a sequence of i.i.d. random variables. Shao (1997) established a selfnormalized large deviation without any moment assumption. However, the proof of the upper bound was quite complicated. In this note we give a much simpler proof.%设X1,X2,…为一列独立同分布的随机变量序列.邵(1997)在没有任何矩条件下建立了自正则化大偏差定理,但其上界的证明相当复杂.为此,本文给出了一个简洁的证明.