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Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society
ISSN 1936-881X(e) ISSN 0002-9904(p)
     

A relation between moment generating functions and convergence rates in the law of large numbers

Author(s): D. L. Hanson
Journal: Bull. Amer. Math. Soc. 73 (1967), 95-96.
MathSciNet review: 0205308
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References | Additional information

References:

1.
H. Cramér, Sur un nouveau théorème-limite de la théorie des probabilités, Actualités Sci. Indust., No. 736, Paris, 1938.
2.
Herman Chernoff, A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations, Ann. Math. Statist. 23 (1952), 493-507. MR 57518
3.
D. L. Hanson and L. H. Koopmans, On the convergence rate of the law of large numbers for linear combinations of independent random variables, Ann. Math. Statist. 36 (1965), 559-564. MR 182043
4.
Y. S. Chow, Some convergence theorems for independent random variables, Tech. Report No. 63, Purdue University, Lafayette, Indiana, 1966. MR 203779
5.
D. L. Hanson and L. H. Koopmans, A probability bound for integrals with respect to stochastic processes with independent increments, Proc. Amer. Math. Soc. 16 (1965), 1173-1177. MR 184281


Additional Information:

DOI: 10.1090/S0002-9904-1967-11657-4
PII: S 0002-9904(1967)11657-4


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