Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

Qiu Dehua and Chen Pingyan

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4510-4519

Abstract: In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998) and Gut and Stadtmüller (2011).

Date: 2017
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DOI: 10.1080/03610926.2015.1085566

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