A Limit Theorem for the Moment of Self-Normalized Sums

作者：Zang Qing pei^*

来源：Journal of Inequalities and Applications, 2009, 2009(1): 957056.

DOI：10.1155/2009/957056

Let {X, X(n); n >= 1} be a sequence of independent and identically distributed (i.i.d.) random variables and X is in the domain of attraction of the normal law and EX = 0. For 1 <= p < 2, b > -1, we prove the precise asymptotics in Davis law of large numbers for Sigma(8)(n=1) ((log n)(b)/n)E{(vertical bar Sn vertical bar/V(n)) - epsilon(2 log n)((2-p)/(2p))} as epsilon SE arrow 0.

• 出版日期2009
• 单位淮阴师范学院