Weak laws of large numbers for maximal weighted sums of random variables

被引：7

作者：

Boukhari, Fakhreddine ^{[1
]}

机构：

[1] Univ Abou Bekr Belkaid Tlemcen, Dept Math, Fac Sci, BP 119, Tilimsen 13000, Algeria

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 01期

关键词：

Kolmogorov-Feller weak law; weighted averages; maximal inequalities; Marcinkiewicz-Zygmund weak law; limit theorems;

D O I：

10.1080/03610926.2019.1630437

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：

In this paper, we establish a weak law of large numbers for a class of weighted sums of random variables introduced by Jajte (2003). The obtained method allows us to deduce a generalized version of the Marcinkiewicz-Zygmund weak law of large numbers and to strengthen several known results, such as those of Gut (2004) and Naderi et al. (2018). Finally, an application to randomly indexed sums is presented.

引用

页码：105 / 115

页数：11

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