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4 changes: 2 additions & 2 deletions lectures/lln_clt.md
Original file line number Diff line number Diff line change
Expand Up @@ -717,14 +717,14 @@ plt.show()

这种标准化可以基于以下三个观察结果来实现。

首先,如果$\mathbf X$是$\mathbb R^k$中的随机向量,$\mathbf A$是常数且为$k \times k$矩阵,那么
首先,如果$\mathbf X$是$\mathbb R^k$中的随机向量,$\mathbf A$是常数且为$k \times k$矩阵,那么

$$
\mathop{\mathrm{Var}}[\mathbf A \mathbf X]
= \mathbf A \mathop{\mathrm{Var}}[\mathbf X] \mathbf A'
$$

其次,根据[连续映射定理](https://en.wikipedia.org/wiki/Continuous_mapping_theorem),如果$\mathbf Z_n \stackrel{d}{\to} \mathbf Z$在$\mathbb R^k$中成立,且$\mathbf A$是常数且为$k \times k$矩阵,那么
其次,连续映射定理指出,如果$g(\cdot)$是一个连续函数,且随机变量序列$\{\mathbf{Z}_n\}$依分布收敛到随机变量$\mathbf{Z}$, 那么$\{g(\mathbf{Z}_n)\}$也依分布收敛到随机变量$g(\mathbf{Z})$。根据连续映射定理,如果$\mathbf Z_n \stackrel{d}{\to} \mathbf Z$在$\mathbb R^k$中成立,且$\mathbf A$是常数且为$k \times k$矩阵,那么

$$
\mathbf A \mathbf Z_n
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