A kind of complete moment convergence for self-normalized sums

✍ Scribed by Qing-pei Zang

• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 273 KB
• Volume: 60
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2010.07.012

✦ Synopsis

a b s t r a c t Let {X, X n ; n ≥ 1} be a sequence of independent and identically distributed (i.i.d.) random variables with X in the domain of attraction of the normal law and EX = 0. In this note, we obtain a new kind of complete moment convergence for self-normalized sums.