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Stability for sums of i.i.d. random variables when extreme terms are excluded

✍ Scribed by Toshio Mori

Publisher
Springer
Year
1977
Tongue
English
Weight
282 KB
Volume
40
Category
Article
ISSN
1432-2064

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Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.

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The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].