A strong approximation of self-normalized sums |
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| Authors: | Miklós Csörgő ZhiShui Hu |
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| Institution: | 1. School of Mathematics and Statistics, Carleton University, 1125, Colonel By Drive, Ottawa, ON, K1S 5B6, Canada
2. Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, 230026, China
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| Abstract: | Let {X,X n , n ? 1} be a sequence of independent identically distributed random variables with EX = 0 and assume that EX 2 I(|X| ? x) is slowly varying as x→∞, i.e., X is in the domain of attraction of the normal law. In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables. |
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