Marcinkiewicz strong laws for linear statistics

被引：100
|
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.
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页码：105 / 112
页数：8
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