EconPapers    
Economics at your fingertips  
 

Weak law of large numbers for arrays of random variables

Soo Hak Sung

Statistics & Probability Letters, 1999, vol. 42, issue 3, 293-298

Abstract: Let {Xni,un[less-than-or-equals, slant]i[less-than-or-equals, slant]vn, n[greater-or-equal, slanted]1} be an array of random variables. A general weak law of large numbers for the array is obtained.

Keywords: Arrays; Weak; law; of; large; numbers; r-mean; convergence; Convergence; in; probability; Sums; of; random; variables; Martingale; difference; sequence (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00219-3
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:42:y:1999:i:3:p:293-298

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 ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:42:y:1999:i:3:p:293-298