Weak laws of large numbers for weighted independent random variables with infinite mean

作者：Nakata Toshio^*

来源：Statistics & Probability Letters, 2016, 109: 124-129.

DOI：10.1016/j.sp1.2015.11.017

• Weak law of large numbers
• Infinite mean
• Regularly varying

We study weak laws of large numbers for weighted independent random variables with infinite mean. In particular, this paper explores the case that the decay order of the tail probability is -1. Moreover, we extend a result concerning the Pareto-Zipf distributions given by Adler (2012).

• 出版日期2016-2