Open AccessStrong laws for weighted sums of i.i.d. random variables
Author(s) -
Guorong Cai
Publication year - 2006
Publication title -
electronic research announcements of the american mathematical society
Language(s) - English
Resource type - Journals
ISSN - 1079-6762
DOI - 10.1090/s1079-6762-06-00157-0
Subject(s) - mathematics , moment (physics) , random variable , distribution (mathematics) , law , law of large numbers , combinatorics , statistics , mathematical analysis , physics , classical mechanics , political science
Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. The result obtained extends and sharpens the result of Sung.