Weak laws of large numbers for weighted independent random variables with infinite mean

Toshio Nakata

Statistics & Probability Letters, 2016, vol. 109, issue C, 124-129

Abstract: We study weak laws of large numbers for weighted independent random variables with infinite mean. In particular, this paper explores the case that the decay order of the tail probability is −1. Moreover, we extend a result concerning the Pareto–Zipf distributions given by Adler (2012).

Keywords: Weak law of large numbers; Infinite mean; Regularly varying (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:109:y:2016:i:c:p:124-129

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DOI: 10.1016/j.spl.2015.11.017

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