A Note on the Strong Law of Large Numbers
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Abstract:
Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem (Theorem 2.1), we arrive at an improvement of Marcinkiewicz– Zygmund theorem for pairwise NQD random variables.
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Journal title
volume 4 issue None
pages 107- 111
publication date 2005-11
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