A General Law of Complete Moment Convergence for Self-Normalized Sums
Let {X,Xn;n≥1} be a sequence of independent and identically distributed (i.i.d.) random variables, and X is in the domain of the normal law and EX=0. In this paper, we obtain a general law of complete moment convergence for self-normalized sums.
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| Format: | Article |
| Language: | English |
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SpringerOpen
2010-01-01
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| Series: | Journal of Inequalities and Applications |
| Online Access: | http://dx.doi.org/10.1155/2010/760735 |