Accession Number:

AD0669771

Title:

CONVERGENCE RATES FOR WEIGHTED SUMS OF RANDOM VARIABLES.

Descriptive Note:

Final rept. 1 Oct 64-29 Feb 68,

Corporate Author:

MISSOURI UNIV COLUMBIA DEPT OF STATISTICS

Report Date:

1968-04-20

Pagination or Media Count:

5.0

Abstract:

Let X sub 1, X sub 2, ... be independent random variables and let a sub nk be constants. Let S sub n 1n Summation from k1 to kn of X sub k - EX sub k and let A sub n Summation from k1 to k infinity, of a sub nk X sub k - EX sub k. The main purpose of this study was the investigation of the rate of convergence of Pabsolute value of A sub n epsilon to zero under various assumptions on the X sub ks. In addition to the main results, results were obtained in ergodic theory, maximum likelihood estimation, testing against trend, and bidding theory. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE