关于依概率收敛问题中常数c的求解及均匀分布与Beta分布关系的疑问
我想要从一个概率收敛问题中计算常数$\large c$,同时我对均匀分布和Beta分布之间的关系有疑问。
问题描述如下:
假设$\large {\mathrm{U_{n}}}{n \geq 1}$是一列独立同分布的随机变量,服从$(0,1)$上的均匀分布。定义$\large \mathrm{Y{n}}= \large
\frac{1}{n} \underset{i=1}{\overset{n}{\sum}}\frac{\mathrm{U_{i}^{4} (1-U_{i}){4}}}{1+\mathrm{U_{i}{2}}}$。a. 计算常数$\large c$并给出证明,其中$\large \mathrm{Y_{n}} \overset{p}{\longrightarrow} c$当$\large n \to \infty$时。
b. $\large c$的值是否能推出$\large \pi <\frac{22}{7}$?
对于a部分,我的思路是:
$\large \mathrm{Y_{n}} \overset{p}{\longrightarrow} c \implies \large \mathrm{Y_{n}} \overset{d}{\longrightarrow} c.$
同时对于任意$\large \epsilon >0 $,
$\large \underset{n\to \infty}{\lim} \mathbb{P} \Bigg [ \Huge\mid \large \mathrm{Y_{n}} - c\Huge \mid \large \geq \epsilon \Bigg ] \ = \large
\underset{n \to \infty}{\lim} \Bigg[\large \mathbb{P} \Bigg (\mathrm{Y_{n}} \leq c - \epsilon \Bigg) + \mathbb{P} \Bigg (\mathrm{Y_{n}} \geq c + \epsilon \Bigg) \Bigg] \ = \large
\underset{n \to \infty}{\lim} \large \mathbb{P} \Bigg (\mathrm{Y_{n}} \leq c - \epsilon \Bigg) + \large
\underset{n \to \infty}{\lim} \mathbb{P} \Bigg (\mathrm{Y_{n}} \geq c + \epsilon \Bigg)\ = \large \underset{n \to \infty}{\lim} \mathrm{F_{Y_{n}}(c- \epsilon)} + \large
\underset{n \to \infty}{\lim} \mathbb{P} \Bigg (\mathrm{Y_{n}} \geq c + \epsilon \Bigg) \= 0+ \large
\underset{n \to \infty}{\lim} \mathbb{P} \Bigg (\mathrm{Y_{n}} \geq c + \epsilon \Bigg) \qquad \because \underset{n \to \infty}{\lim} \mathrm{F_{Y_{n}}(c- \epsilon)}=0 \ \geq \large
\underset{n \to \infty}{\lim} \mathbb{P} \Bigg (\mathrm{Y_{n}} \geq c + \frac{\epsilon}{2} \Bigg) \ = \large 1 - \underset{n \to \infty}{\lim} \mathrm{F_{Y_{n}}(c+ \frac{\epsilon}{2})} = 0 \qquad \because \large \underset{n \to \infty}{\lim} \mathrm{F_{Y_{n}}(c+ \frac{\epsilon}{2})}=1 \ \large \Longrightarrow \underset{n\to \infty}{\lim} \mathbb{P} \Bigg [ \Huge\mid \large \mathrm{Y_{n}} - c\Huge \mid \large \leq \epsilon \Bigg ] = 1 $令$\large \mathrm{Z_{i}} = \large \frac{\mathrm{U_{i}^{4} (1-U_{i}){4}}}{1+\mathrm{U_{i}{2}}}$
那么$\large \mathrm{Y_{n}}= \large \mathbb{E}(\mathrm{Z})$
现在因为我们有$\large \underset{n \to \infty}{\lim} \mathrm{F_{Y_{n}}(c+ \frac{\epsilon}{2})}=1 \ \implies \large \underset{n \to \infty}{\lim} \mathbb{P}\Bigg [\mathrm{Y_{n}} \leq c+ \frac{\epsilon}{2} \Bigg]=1 \ \implies \large \underset{n \to \infty}{\lim} \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \mathrm{Y_{n}} \ d(\mathrm{Y_{n}})= 1 \ \implies \large \underset{n \to \infty}{\lim} \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \mathbb{E}(\mathrm{Z}) \ d \mathrm{Z}=1 \ \implies \large
\underset{n \to \infty}{\lim} \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \frac{1}{n} \underset{i=1}{\overset{n}{\sum}}\frac{\mathrm{U_{i}^{4} (1-U_{i}){4}}}{1+\mathrm{U_{i}{2}}} \ d \mathrm{U_{i}} =1 \ \implies \large \underset{n \to \infty}{\lim} \frac{1}{n} \underset{i=1}{\overset{n}{\sum}} \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \frac{\mathrm{U_{i}^{4} (1-U_{i}){4}}}{1+\mathrm{U_{i}{2}}} \ d \mathrm{U_{i}} =1 \qquad \to (\star) \text{[, 我们这里能应用富比尼定理吗?]} $
我在这里卡住了,我只关心a部分,不确定自己的方向是否正确。
我的问题是:
我们该如何求解积分$(\star)$?我得到了积分的展开形式如下:
$\large \underset{n \to \infty}{\lim} \frac{1}{n} \underset{i=1}{\overset{n}{\sum}} \Bigg [\underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \mathrm{U_{i}{2}(1+\mathrm{U_{i}{2}})} \ d \mathrm{U_{i}}+ \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} 4 \frac{\mathrm{U_{i}{6}}}{1+\mathrm{U_{i}{2}}} \ d \mathrm{U_{i}} + \underset{0}{\overset{c+\frac{\epsilon}{2}}{\int}} \mathrm{U_{i}^{5}} \ d \mathrm{U_{i}} \Bigg ]=1$,但不确定这个展开是否正确。如果这不是正确的思路,请告诉我正确的方法,以及如何计算$\large c$。
另外还有一个疑问:如果$U \sim U(0,1)$,那么我们能否说$U^k, (1-U)^k, [U(1-U)]k$和$1+Uk$各自都服从Beta分布?如果是的话,问题中的$Y_n$是否会服从Gamma分布的可加性?但我还是不确定如何计算$\large c$。
任何帮助都非常宝贵,非常感谢您的协助。
备注:内容来源于stack exchange,提问作者TopoSet32

