IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v66y2004i1p45-50.html
   My bibliography  Save this article

On Fatou-type lemma for monotone moments of weakly convergent random variables

Author

Listed:
  • Kaluszka, M.
  • Okolewski, A.

Abstract

Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.

Suggested Citation

  • Kaluszka, M. & Okolewski, A., 2004. "On Fatou-type lemma for monotone moments of weakly convergent random variables," Statistics & Probability Letters, Elsevier, vol. 66(1), pages 45-50, January.
  • Handle: RePEc:eee:stapro:v:66:y:2004:i:1:p:45-50
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00305-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Garcia, Nancy Lopes & Palacios, José Luis, 2001. "On inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 235-239, June.
    2. Ramsay, Colin M., 1993. "A Note on Random Survivorship Group Benefits," ASTIN Bulletin, Cambridge University Press, vol. 23(1), pages 149-156, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang, 2010. "Exponential inequalities and inverse moment for NOD sequence," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 452-461, March.
    2. Hongyan Fang & Saisai Ding & Xiaoqin Li & Wenzhi Yang, 2020. "Asymptotic Approximations of Ratio Moments Based on Dependent Sequences," Mathematics, MDPI, vol. 8(3), pages 1-18, March.
    3. Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi, 2009. "Asymptotic approximation of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1366-1371, June.
    4. Shi, Xiaoping & Wu, Yuehua & Liu, Yu, 2010. "A note on asymptotic approximations of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1260-1264, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi, 2009. "Asymptotic approximation of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1366-1371, June.
    2. Shi, Xiaoping & Wu, Yuehua & Liu, Yu, 2010. "A note on asymptotic approximations of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1260-1264, August.
    3. Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang, 2010. "Exponential inequalities and inverse moment for NOD sequence," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 452-461, March.
    4. Cribari-Neto, Francisco & Garcia, Nancy Lopes & Vasconcellos, Klaus L. P., 2000. "A Note on Inverse Moments of Binomial Variates," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(2), November.
    5. Daniel A. Griffith, 2022. "Reciprocal Data Transformations and Their Back-Transforms," Stats, MDPI, vol. 5(3), pages 1-24, July.
    6. Hongyan Fang & Saisai Ding & Xiaoqin Li & Wenzhi Yang, 2020. "Asymptotic Approximations of Ratio Moments Based on Dependent Sequences," Mathematics, MDPI, vol. 8(3), pages 1-18, March.
    7. Zhao, Feng-Zhen, 2012. "Some recursive formulas related to inverse moments of the random variables with binomial-type distributions," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1290-1296.
    8. Phillips, T.R.L. & Zhigljavsky, A., 2014. "Approximation of inverse moments of discrete distributions," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 135-143.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:66:y:2004:i:1:p:45-50. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.