A note on random variables with an infinite absolute first moment

Tien-Chung Hu and Andrew Rosalsky

Statistics & Probability Letters, 2015, vol. 97, issue C, 212-215

Abstract: In this correspondence, we prove that if X is a random variable with P(X=0)=0 and E|X|=∞, then there exists a continuous function G on (0,∞) with 0Keywords: Infinite absolute first moment; Sums of independent and identically distributed random variables; Kolmogorov strong law of large numbers; Almost sure convergence (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.11.024

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