Abstract
This paper obtains a necessary and sufficient condition for a weak law of large numbers for weighted averages of positive-valued independent random variables whose distributions belong to a class which includes the Fα-scheme of record theory. Additional general conditions are found under which the weak law extends to a strong law with the same norming. Examples show these conditions can be fulfilled, and that if they are not, then the weighted averages exhibit multiple growth rates.
Original language | English |
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Pages (from-to) | 55-75 |
Number of pages | 21 |
Journal | Probability and Mathematical Statistics |
Volume | 41 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2021 |