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
Personal Author(s):
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
Descriptors:
Subject Categories:
- Statistics and Probability