Strong consistencies of the bootstrap moments

Let X be a real valued random variable with E|X|r+δ<∞ for some positive integer r and real number, δ, 0<δ≤r, and let {X,X1,X2,…} be a sequence of independent, identically distributed random variables. In this note, we prove that, for almost all w∈Ω, μr;n*(w)→μr with probability 1. if limn→∞i...

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Bibliographic Details
Main Author: Tien-Chung Hu
Format: Article
Language:English
Published: Wiley 1991-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171291001060
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