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Stability of weighted averages of 2-exchangeable random variables

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  • Etemadi, N.

Abstract

We study the convergence of weighted averages of 2-exchangeable random variables; they enjoy the property that the joint distribution of every two of them are the same. They include exchangeable and pairwise independent, identically distributed random variables.

Suggested Citation

  • Etemadi, N., 2007. "Stability of weighted averages of 2-exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 389-395, February.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:4:p:389-395
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    References listed on IDEAS

    as
    1. Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
    2. Etemadi, N., 1983. "Stability of sums of weighted nonnegative random variables," Journal of Multivariate Analysis, Elsevier, vol. 13(2), pages 361-365, June.
    3. Etemadi, N. & Kaminski, M., 1996. "Strong law of large numbers for 2-exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 245-250, July.
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