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Convergence Rates of Maxima of Non-identical Sums

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Title: Convergence Rates of Maxima of Non-identical Sums

Authors: Ibrahim A. Ahmad, Netti Herawati

Journal: Pakistan Journal of Statistics and Operation Research

HEC Recognition History
Category From To
Y 2020-07-01 2021-06-30

Publisher: Asiatic Region

Country: Pakistan

Year: 2022

Volume: 18

Issue: 1

Language: English

DOI: 10.18187/pjsor.v18i1.3746

Keywords: Rates of convergencemaximum partial sumscentral limit theorem

Categories
Applied Mathematics (727) Mathematics (5170) Probability Theory (672) Statistics (8857) Real Analysis (10)

Abstract

For a sequence of independent non-identically distributed random variables with positive means, rates of convergence of the maximum of their sums are established.  These rates are exact and are obtained under the same moment conditions as those used for partial sums.

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