Article ID Journal Published Year Pages File Type
1153606 Statistics & Probability Letters 2008 6 Pages PDF
Abstract

A classical theorem on the growth of partial sums of independent identically distributed random variables with infinite expectations due to Feller [Feller, W., 1946. A limit theorem for random variables with infinite moments. Amer. J. Math. 66 (2), 257–262] is reinforced and generalized to the case of pairwise independent random variables.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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