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A New Proof for a Lemma Connected with the Summation of Independent Random Variables

โœ Scribed by Peter Schatte

Publisher
John Wiley and Sons
Year
1981
Tongue
English
Weight
77 KB
Volume
103
Category
Article
ISSN
0025-584X

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โœฆ Synopsis

Let X be a random variable satisfying

for some z =-0. \Ye denote by P ( x ) the distribution function, by f ( t ) the characteristic function of the random variable X and introduce

such that l a / -= ~/ 3 because of (1). Further, we use the denotations

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