Zang Qingpei, Fu Keang, Yang Weiguo. Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(1): 99-104.
Citation:
Zang Qingpei, Fu Keang, Yang Weiguo. Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(1): 99-104.
Zang Qingpei, Fu Keang, Yang Weiguo. Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(1): 99-104.
Citation:
Zang Qingpei, Fu Keang, Yang Weiguo. Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(1): 99-104.
Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums
Let \X,X_n;n\ge 1\ be a sequence of independent and identically distributed random variables. In this paper, we prove the precise asymptotics for the complete moment of self-normalized partial sums if X belongs to the domain of attraction of the normal law and \sf EX=0.
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