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Kolmogrov and Erdös test for self-normalized sums

✍ Scribed by Qiying Wang

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
63 KB
Volume
42
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this note, we discuss the Kolmogrov and Erd os test for self-normalized sums. Some general results are obtained.

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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.

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