9 S ep 1 99 9 Measuring the magnitude of sums of independent random variables
نویسنده
چکیده
This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Lèvy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
منابع مشابه
Asymptotic Behavior of Weighted Sums of Weakly Negative Dependent Random Variables
Let be a sequence of weakly negative dependent (denoted by, WND) random variables with common distribution function F and let be other sequence of positive random variables independent of and for some and for all . In this paper, we study the asymptotic behavior of the tail probabilities of the maximum, weighted sums, randomly weighted sums and randomly indexed weighted sums of heavy...
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملMeasuring the magnitude of sums of independent random variables
This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Lévy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
متن کاملep - p h / 99 06 52 0 v 2 2 7 D ec 1 99 9 Measuring the finite width and unitarity corrections to the φω mixing amplitude
Measuring the finite width and unitarity corrections to the φω mixing amplitude. Abstract It is shown that the phase of φω interference in the reaction e + e − → π + π − π 0 at energies close to the φ(1020) peak can be calculated in a way that is practically independent of the model of φω mixing. The magnitude of the presently measured interference phase, still of poor accuracy, is in agreement...
متن کاملOn the Convergence Rate of the Law of Large Numbers for Sums of Dependent Random Variables
In this paper, we generalize some results of Chandra and Goswami [4] for pairwise negatively dependent random variables (henceforth r.v.’s). Furthermore, we give Baum and Katz’s [1] type results on estimate for the rate of convergence in these laws.
متن کامل