THE WEAK LAW OF LARGE NUMBERS WHEN EXTREME TERMS ARE EXCLUDED FROM SUMS

QI Yongcheng

Journal of Systems Science & Complexity ›› 1996, Vol. 9 ›› Issue (1) : 83-092.

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PDF(378 KB)
Journal of Systems Science & Complexity ›› 1996, Vol. 9 ›› Issue (1) : 83-092.
article

THE WEAK LAW OF LARGE NUMBERS WHEN EXTREME TERMS ARE EXCLUDED FROM SUMS

  • QI Yongcheng
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Abstract

Let {x_n, n\geq 1} be a sequence of i.i.d. random variables and |X_n^(1)|\geq |X_n^(2)|\geq ... \geq |X_n^(n)| be order statistics of |X_1|,|X_2|,...,|X_n|. Set ^{r}S_n=\sum_{i=r+1}^{(1)}X_n^(i) for 0 ≤r≤n-1. Let b_n→\infty, c_n\in R and r=r_n→0. We give the and sufficient conditions when (^{r}S_n-c_n)/b_n couverges to 0 in probability. As a result, we show that Pruitt's conjecture is true.

Key words

Weak law of large numbers / trimmed sums / order statistics

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QI Yongcheng. THE WEAK LAW OF LARGE NUMBERS WHEN EXTREME TERMS ARE EXCLUDED FROM SUMS. Journal of Systems Science and Complexity, 1996, 9(1): 83-092
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