Article ID Journal Published Year Pages File Type
1152929 Statistics & Probability Letters 2010 6 Pages PDF
Abstract

For a sequence of identically distributed random variables {Xn,n≥1}{Xn,n≥1} with partial sums Sn=∑i=1nXi,n≥1 and a sequence of positive constants {bn,n≥1}{bn,n≥1} with bn↗∞bn↗∞, conditions are provided under which the strong law of large numbers Sn/bn→0Sn/bn→0 almost surely holds irrespective of the joint distributions of the {Xn,n≥1}{Xn,n≥1}. It is not assumed that E|X1|<∞E|X1|<∞. Illustrative examples are provided which compare the results obtained with other results in the literature.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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