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Precise asymptotics in complete moment convergence for self-normalized sums

โœ Scribed by Yuexu Zhao; Jingxuan Tao

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
287 KB
Volume
56
Category
Article
ISSN
0898-1221

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A kind of complete moment convergence fo
A kind of complete moment convergence for self-normalized sums
โœ Qing-pei Zang ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 273 KB

a b s t r a c t Let {X, X n ; n โ‰ฅ 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.