Asymptotic approximation of inverse moments of nonnegative random variables

Tiee-Jian Wu, Xiaoping Shi and Baiqi Miao

Statistics & Probability Letters, 2009, vol. 79, issue 11, 1366-1371

Abstract: Let be a sequence of independent nonnegative r.v.'s (random variables) with finite second moments. It is shown that under a Lindeberg-type condition, the [alpha]th inverse moment E{a+Xn}-[alpha] can be asymptotically approximated by the inverse of the [alpha]th moment {a+EXn}-[alpha] where , and {Xn} are the naturally-scaled partial sums. Furthermore, it is shown that, when {Zn} only possess finite rth moments, 1

Date: 2009
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