Article ID Journal Published Year Pages File Type
7548256 Statistics & Probability Letters 2018 7 Pages PDF
Abstract
Let (Xn) be a sequence of independent and identically distributed non-negative valued random variables defined over a common probability space and let F denote the common distribution function. Set Sn=X1+X2+⋯+Xn and denote inf{x;n(1−F(x))≤1} by Bn,n≥1. Assuming that F belongs to the domain of partial attraction of a positive semi-stable law, we obtain the set of almost sure limit functions of Bn−1S[nt]1loglogn,t∈[0,1], under M1-topology.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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