On Fatou-type lemma for monotone moments of weakly convergent random variables

M. Kaluszka and A. Okolewski

Statistics & Probability Letters, 2004, vol. 66, issue 1, 45-50

Abstract: Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.

Keywords: Weak; convergence; Fatous; lemma; Inverse; moments; Cramers; theorem; Berry-Esséen's; bound (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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