The distribution of the 'finitely many times' in the strong law of large numbers

Dieudonné Razanadrakoto and Norman C. Severo

Statistics & Probability Letters, 1986, vol. 4, issue 4, 179-182

Abstract: Consider independent, identically distributed random variables X1, X2,... with common mean [mu]. Let Sn = [Sigma]1nX1. and for [var epsilon] > 0 let N([var epsilon]) count the number of values of n for which n-1Sn - [mu] > [var epsilon]. This note discusses the distribution of N([var epsilon]), thereby elucidating the fluctuations associated with the Strong Law of Large Numbers.

Keywords: Strong; Law; of; Large; Numbers; fluctuation; theory (search for similar items in EconPapers)
Date: 1986
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