On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions
Andrew Rosalsky and
George Stoica
Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1265-1270
Abstract:
For a sequence of identically distributed random variables {Xn,n>=1} with partial sums and a sequence of positive constants {bn,n>=1} with bn[NE pointing arrow][infinity], conditions are provided under which the strong law of large numbers Sn/bn-->0 almost surely holds irrespective of the joint distributions of the {Xn,n>=1}. It is not assumed that EX1
Keywords: Strong; law; of; large; numbers; Sequence; of; identically; distributed; random; variables; Almost; sure; convergence; Irrespective; of; the; joint; distributions (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00112-4
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:80:y:2010:i:17-18:p:1265-1270
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 ().