Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions. Issue 9 (3rd May 2017)

• Record Type: Journal Article
• Authors: Dehua, Qiu; Pingyan, Chen
• Is Part Of: Communications in statistics. Volume 46:Issue 9(2017)
• Page Start: 4510
• Page End: 4519
• Publication Date: 2017-05-03
• Subjects: Complete convergence -- Complete moment convergence -- Sums of i.i.d. random variables; 60F15; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1085566
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998 ) and Gut and Stadtmüller (2011 ).