Convergence Rates of Maxima of Non-identical Sums

IF 1.1 Q3 STATISTICS & PROBABILITY Pakistan Journal of Statistics and Operation Research Pub Date : 2022-03-05 DOI:10.18187/pjsor.v18i1.3746
I. Ahmad, N. Herawati
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Abstract

For a sequence of independent non-identically distributed random variables with positive means, rates of convergence of the maximum of their sums are established.  These rates are exact and are obtained under the same moment conditions as those used for partial sums.
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非同和极大值的收敛速度
对于具有正均值的独立非同分布随机变量序列,建立了它们和的最大值的收敛速度。这些速率是精确的,并且是在与用于部分和的那些相同的矩条件下获得的。
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来源期刊
CiteScore
3.30
自引率
26.70%
发文量
53
期刊介绍: Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.
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