On the sum of weights: antithetic forecasting
β Scribed by Dennis Ridley
- Book ID
- 104369563
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 94 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0969-6016
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We prove the equivalence of the almost sure and complete convergence of a particular weighted sum of independent, identically distributed random variables investigated by . Limiting behavior of weighted sums of independent random variables. Ann. Probab. 1, 810 -824.
We study the almost sure limiting behavior and convergence in probability of weighted partial sums of the form ~-~j=l, W~jX, j where { W~j, 1 -.~j ~< n, n 1> 1 } and {X,j, 1 ~~ 1 }are triangular arrays of random variables. The results obtain irrespective of the joint distributions of the random vari