Marcinkiewicz strong laws for linear statistics

被引：102

作者：

Bai, ZD

Cheng, PE

机构：

[1] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore, Singapore

[2] Acad Sinica, Inst Stat Sci, Taipei 115, Taiwan

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 46卷 / 02期

关键词：

Hardy-Littlewood strong law; Marcinkiewicz-Zygmund strong law; weighted sums of i.i.d. random variables;

D O I：

10.1016/S0167-7152(99)00093-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong law under certain moment conditions on both the weights and the distribution. These complement the results of Cuzick (1995, J. Theoret. Probab. 8, 625-641) and Bai et al. (1997, Statist. Sinica, 923-928). (C) 2000 Elsevier Science B.V. All rights reserved. MSC: 60F15; 62G05.

引用

页码：105 / 112

页数：8