自正则部分和的完全矩的精确渐近性
Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums
-
摘要: 设\X,X_n;n\ge 1\为吸引域为正态吸引域的独立同分布的随机变量序列, 本文证明了其自正则部分和的完全矩的精确渐近性.Abstract: 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.