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On Fatou-type lemma for monotone moments of weakly convergent random variables

Author

Listed:
  • Kaluszka, M.
  • Okolewski, A.

Abstract

Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.

Suggested Citation

  • Kaluszka, M. & Okolewski, A., 2004. "On Fatou-type lemma for monotone moments of weakly convergent random variables," Statistics & Probability Letters, Elsevier, vol. 66(1), pages 45-50, January.
    • Handle: RePEc:eee:stapro:v:66:y:2004:i:1:p:45-50
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    References listed on IDEAS

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    1. Garcia, Nancy Lopes & Palacios, José Luis, 2001. "On inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 235-239, June.
    2. Ramsay, Colin M., 1993. "A Note on Random Survivorship Group Benefits," ASTIN Bulletin, Cambridge University Press, vol. 23(1), pages 149-156, May.
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    Cited by:

    1. Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang, 2010. "Exponential inequalities and inverse moment for NOD sequence," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 452-461, March.
    2. Hongyan Fang & Saisai Ding & Xiaoqin Li & Wenzhi Yang, 2020. "Asymptotic Approximations of Ratio Moments Based on Dependent Sequences," Mathematics, MDPI, vol. 8(3), pages 1-18, March.
    3. Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi, 2009. "Asymptotic approximation of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1366-1371, June.
    4. Shi, Xiaoping & Wu, Yuehua & Liu, Yu, 2010. "A note on asymptotic approximations of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1260-1264, August.

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