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A Generalization of Weak Law of Large Numbers |
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| Authors: | Victor M. Kruglov |
| Affiliation: | 1. Department of Statistics, Faculty of Computational Mathematics and Cybernetics , Moscow State University , Moscow, Russia krugvictor@gmail.com |
| Abstract: | Kolmogorov's weak law of large numbers for i.i.d. random variables is generalized to a larger class distributions and to a wide class of normalizing sequences. The result is extended to maximal sums of negatively associated identically distributed random variables. |
| Keywords: | Kolmogorov's weak law of large numbers Negatively associated and independent random variables Slowly varying function |