Loading...
Please wait, while we are loading the content...
Similar Documents
Asymptotic approximation of inverse moments of nonnegative random variables
| Content Provider | Semantic Scholar |
|---|---|
| Author | Wu, Tiee-Jian Shi, Xiaoping Miao, Baiqi |
| Copyright Year | 2009 |
| Abstract | Let be a sequence of independent nonnegative r.v.'s (random variables) with finite second moments. It is shown that under a Lindeberg-type condition, the [alpha]th inverse moment E{a+Xn}-[alpha] can be asymptotically approximated by the inverse of the [alpha]th moment {a+EXn}-[alpha] where , and {Xn} are the naturally-scaled partial sums. Furthermore, it is shown that, when {Zn} only possess finite rth moments, 1 |
| Starting Page | 1366 |
| Ending Page | 1371 |
| Page Count | 6 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.spl.2009.02.010 |
| Volume Number | 79 |
| Alternate Webpage(s) | http://mmr.gubkin.ru/uploads/submitted_papers/Wu-Shi-Miao.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.spl.2009.02.010 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
