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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| 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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