Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

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 Lanzin...

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Published inCommunications in statistics. Theory and methods Vol. 46; no. 9; pp. 4510 - 4519
Main Authors Dehua, Qiu, Pingyan, Chen
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 03.05.2017
Taylor & Francis Ltd
Subjects
Complete convergence
Complete moment convergence
Convergence
Random variables
Statistical methods
Statistics
Sums of i.i.d. random variables
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Summary: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 ).
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2015.1085566