Weak laws of large numbers for weighted independent random variables with infinite mean

被引：21

作者：

Nakata, Toshio ^{[1
]}

机构：

[1] Fukuoka Univ Educ, Dept Math, Fukuoka 8114192, Japan

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 109卷

关键词：

Weak law of large numbers; Infinite mean; Regularly varying;

D O I：

10.1016/j.spl.2015.11.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study weak laws of large numbers for weighted independent random variables with infinite mean. In particular, this paper explores the case that the decay order of the tail probability is -1. Moreover, we extend a result concerning the Pareto-Zipf distributions given by Adler (2012). (c) 2015 Elsevier B.V. All rights reserved.

引用

页码：124 / 129

页数：6

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