Convergence Rates of Maxima of Non-identical Sums

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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Bibliographic Details
Published in:Pakistan journal of statistics and operation research 2022, Vol.18 (1), p.245-248
Main Authors: Ahmad, Ibrahim A., Herawati, Netti
Format: Article
Language:English
Subjects:
Central limit theorem
Convergence
Independent variables
Random variables
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Description
Summary: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.
ISSN:1816-2711
2220-5810
DOI:10.18187/pjsor.v18i1.3746