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Strong laws for weighted sums of i.i.d. random variables

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  • Sung, Soo Hak

Abstract

Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105-112) is extended.

Suggested Citation

  • Sung, Soo Hak, 2001. "Strong laws for weighted sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 413-419, May.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:4:p:413-419
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    References listed on IDEAS

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    1. Wu, Wei Biao, 1999. "On the strong convergence of a weighted sum," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 19-22, August.
    2. Bai, Z. D. & Cheng, Philip E., 2000. "Marcinkiewicz strong laws for linear statistics," Statistics & Probability Letters, Elsevier, vol. 46(2), pages 105-112, January.
    3. Rosalsky, Andrew & Sreehari, M., 1998. "On the limiting behavior of randomly weighted partial sums," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 403-410, November.
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    Cited by:

    1. Pingyan, Chen & Shixin, Gan, 2007. "Limiting behavior of weighted sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 77(16), pages 1589-1599, October.
    2. Soo Sung, 2011. "On the strong convergence for weighted sums of random variables," Statistical Papers, Springer, vol. 52(2), pages 447-454, May.
    3. Chen, Pingyan & Chen, Ran, 2010. "A remark on LSL for weighted sums of i.i.d random elements," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1329-1334, September.
    4. Sung, Soo Hak, 2009. "A law of the single logarithm for weighted sums of i.i.d. random elements," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1351-1357, May.

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