On Mason's extension of the Erdös--Rényi law of large numbers

Jean-Noël Bacro and Margarida Brito

Statistics & Probability Letters, 1991, vol. 11, issue 1, 43-47

Abstract: Let S0 = 0 and Sn = X1 + ... + Xn denote the partial sums of an i.i.d. sequence of random variables with finite upper endpoint [omega] = sup{x: F(x) [infinity] as n --> [infinity], and consider Un(k(n)) = max0 [less-than-or-equals, slant] i [less-than-or-equals, slant] n - k(n) (Si + k(n) - Si). In this paper, we show that the strong law Un(k(n))/(k(n)[gamma](c(n))) --> 1 as n --> [infinity] obtained by Mason (1989) for 0

Keywords: Erdös--Rényi; strong; law; of; large; numbers; strong; approximation; convex; and; concave; functions (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90175-Q
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:11:y:1991:i:1:p:43-47

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().