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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
Retrieve article in:
PDF
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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