Accuracy of Convergence of Sums of Dependent Random Variables with Variances Not Necessarily Finite
Block, H. W.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 2134-2138 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Let $S_n = \sum^{k_n}_{k=1} X_{nk}$ and $X$ be random variables with distribution functions $F_n(x)$ and $F(x)$. No assumptions are made that the $(X_{nk})$ have finite means or variances. Also, no independence conditions are assumed. A bound is found for $M_n = \sup_{-\infty
Publié le : 1971-12-14
Classification:  
@article{1177693080,
     author = {Block, H. W.},
     title = {Accuracy of Convergence of Sums of Dependent Random Variables with Variances Not Necessarily Finite},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 2134-2138},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693080}
}

Block, H. W. Accuracy of Convergence of Sums of Dependent Random Variables with Variances Not Necessarily Finite. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  2134-2138. http://gdmltest.u-ga.fr/item/1177693080/