Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean
classification
🧮 math.PR
keywords
largenumbersstrongtrimmeddistributionfunctionrandomsums
read the original abstract
We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds. In case that the distribution function has regularly varying tails we give necessary and sufficient conditions on the trimming for a strong law of large numbers to hold.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.