Title of article :
Precise asymptotics in complete moment convergence for self-normalized sums
Author/Authors :
Yuexu Zhao، نويسنده , , Jingxuan Tao، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2008
Abstract :
Let X,X1,X2,… be a sequence of nondegenerate i.i.d. random variables with zero means, set Sn=X1+ +Xn and , EX2I(X≤x) is a slowly varying function at ∞. We prove that, for any β>2,δ>2/β−1, where N is a standard normal random variable.
Keywords :
Precise asymptotics , Complete moment convergence , Self-normalized sums
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications