Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
471720 | Computers & Mathematics with Applications | 2010 | 6 Pages |
Abstract
Let {Xi,i≥1}{Xi,i≥1} be a sequence of i.i.d. random variables which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Denote Sn=∑i=1nXi,Vn2=∑i=1nXi2. Then an almost sure central limit theorem for self-normalized partial sums Sn/VnSn/Vn is studied under a mild condition in this paper.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Sai-Hua Huang, Tian-Xiao Pang,