Article ID Journal Published Year Pages File Type
5129871 Statistics & Probability Letters 2017 6 Pages PDF
Abstract

In this note sufficient conditions for relative weak compactness of sums centered by constants of pair-wise independent random variables and for sums of squares of random variables centered by their medians are given. These conditions become necessary and sufficient if random variables are independent. The conditions are inspired by classical conditions for weak convergence of sums of uniformly small random variables.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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