On the weak law of large numbers for normed weighted sums of I.I.D. random variables
For weighted sums ∑j=1najYj of independent and identically distributed random variables {Yn,n≥1}, a general weak law of large numbers of the form (∑j=1najYj−νn)/bn→P0 is established where {νn,n≥1} and {bn,n≥1} are statable constants. The hypotheses involve both the behavior of the tail of the distri...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
1991-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/S0161171291000182 |