Accession Number : AD0669771

Title :   CONVERGENCE RATES FOR WEIGHTED SUMS OF RANDOM VARIABLES.

Descriptive Note : Final rept. 1 Oct 64-29 Feb 68,

Corporate Author : MISSOURI UNIV COLUMBIA DEPT OF STATISTICS

Personal Author(s) : Hanson,David L. ; Brunn,H. D. ; Engelhardt,Maxwell ; Mann,Charles R. ; Wright,F. T.

Report Date : 20 APR 1968

Pagination or Media Count : 5

Abstract : Let X sub 1, X sub 2, ... be independent random variables and let a sub (nk) be constants. Let S sub n = 1/n (Summation from k=1 to k=n of (X sub k - EX sub k)) and let A sub n = Summation from k=1 to k = infinity, of a sub (nk) (X sub k - EX sub k). The main purpose of this study was the investigation of the rate of convergence of P(absolute value of A sub n > epsilon) to zero under various assumptions on the X sub k's. In addition to the main results, results were obtained in ergodic theory, maximum likelihood estimation, testing against trend, and bidding theory. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, RANDOM VARIABLES), (*RANDOM VARIABLES, CONVERGENCE), SERIES(MATHEMATICS), COMBINATORIAL ANALYSIS, MEASURE THEORY, NUMBER THEORY, PROBABILITY, BIBLIOGRAPHIES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE