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Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

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  • Qiu Dehua
  • Chen Pingyan

Abstract

In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998) and Gut and Stadtmüller (2011).

Suggested Citation

  • Qiu Dehua & Chen Pingyan, 2017. "Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(9), pages 4510-4519, May.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:9:p:4510-4519
    DOI: 10.1080/03610926.2015.1085566
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