Article ID Journal Published Year Pages File Type
10526758 Statistics & Probability Letters 2005 8 Pages PDF
Abstract
The convergence in probability of the sequence of sums ∑i=unvn(Xni-cni)/bn is obtained, where {un,n⩾1} and {vn,n⩾1} are sequences of integers, {Xni,un⩽i⩽vn,n⩾1} are random variables, {cni,un⩽i⩽vn,n⩾1} are constants or conditional expectations, and {bn,n⩾1} are constants satisfying bn→∞ as n→∞. The work is proved under a Cesàro-type condition which does not assume the existence of moments of Xni. The current work extends that of Gut (1992, Statist. Probab. Lett. 14, 49-52), Hong and Oh (1995, Statist. Probab. Lett. 22, 52-57), Hong and Lee (1996, Bull. Inst. Math. Acad. Sinica 24, 205-209), and Sung (1998, Statist. Probab. Lett. 38, 10-105).
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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