A conditional version of the extended Kolmogorov–Feller weak law of large numbers

A conditional version of the extended Kolmogorov–Feller weak law of large numbers is established, which generalizes the existing results and is actually adapted to a sequence of exchangeable random variables provided the conditional σ-algebra is taken as the tail σ-algebra or the σ-algebra of permutable events of such a sequence.

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Year of publication:	2015
Authors:	Yuan, Demei ; Hu, Xuemei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 99-107
Publisher:	Elsevier
Subject:	Kolmogorov–Feller weak law of large numbers \| Conditional independence \| Conditionally identical distribution \| Conditional median \| Conditional symmetrization inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189314