A note on the estimation of the covariance between two random variables using extra information on the separate variables
β Scribed by J. BOAS
- Book ID
- 115224446
- Publisher
- John Wiley and Sons
- Year
- 1967
- Tongue
- English
- Weight
- 74 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0039-0402
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
approximation and various other sequential procedures, the question of whether suplD~(t) I ---, 0 a.s. (1) t arises. For each t, D,(t) converges to 0 a.s., and by the Glivenko-Cantelli theorem (1) holds if {Y,} is i.i.d. We give an example showing that without the assumption of independence (1) mig
## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,