Article ID Journal Published Year Pages File Type
471720 Computers & Mathematics with Applications 2010 6 Pages PDF
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.

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Physical Sciences and Engineering Computer Science Computer Science (General)
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