A general approach rate to the strong law of large numbers
We obtain the strong growth rate for the sum Sn of random variables by using a Hájek-Rényi type maximal inequality. Under the same conditions as that in Fazekas and Klesov [2000. A general approach to the strong law of large numbers. Theory Probab. Appl. 45, 436-449], we get sharper results for some dependent sums.
Year of publication: |
2006
|
---|---|
Authors: | Shuhe, Hu ; Ming, Hu |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 8, p. 843-851
|
Publisher: |
Elsevier |
Keywords: | Hájek-Rényi maximal inequality Strong growth rate Dependent random variable sum |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A large deviation result for the least squares estimators in nonlinear regression
Shuhe, Hu, (1993)
-
Consistency for the least squares estimator in nonlinear regression model
Shuhe, Hu, (2004)
-
Threshold effects in online group buying
Wu, Jiahua, (2015)
- More ...