CONVERGENCE RATES FOR WEIGHTED SUMS OF RANDOM VARIABLES.
Final rept. 1 Oct 64-29 Feb 68,
MISSOURI UNIV COLUMBIA DEPT OF STATISTICS
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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
- Statistics and Probability