A strong law of large numbers for pairwise independent identically distributed random variables with infinite means

A classical theorem on the growth of partial sums of independent identically distributed random variables with infinite expectations due to Feller [Feller, W., 1946. A limit theorem for random variables with infinite moments. Amer. J. Math. 66 (2), 257-262] is reinforced and generalized to the case of pairwise independent random variables.

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Year of publication:	2008
Authors:	Kruglov, Victor M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 7, p. 890-895
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314049