Asymptotic results for FGM random sequences

Enkelejd Hashorva

Statistics & Probability Letters, 2001, vol. 54, issue 4, 417-425

Abstract: Let {Xn, n[greater-or-equal, slanted]1} be a centered FGM random sequence and put . Motivated by the dependence structure of FGM distributions (see, e.g. Johnson and Kotz, Comm. Statist. 4 (1977) 415) we derive almost sure and max-limit almost sure convergence for and Mn, respectively.

Keywords: Farlie-Gumbel-Morgenstern; distribution; Farlie-Gumbel-Morgenstern; random; sequences; Almost; sure; convergence; Max-limit; almost; sure; convergence (search for similar items in EconPapers)
Date: 2001
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