Concentration of capital--the product form of the Law of Large Numbers in L1

Let X1,X2,... be i.i.d. copies of a non-negative real random variable X having continuous distribution and such that EX(lnX)3<[infinity]. Let cn denote the unique real number such thatThen there exist positive constants A and B such that

MoreLess

Year of publication:	2001
Authors:	Oleszkiewicz, Krzysztof
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 2, p. 159-162
Publisher:	Elsevier
Keywords:	Median The Law of Large Numbers Products of the independent random variables

More details

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

Persistent link: https://www.econbiz.de/10005319492