• Title/Summary/Keyword: weak law of large numbers

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A NOTE ON THE WEAK LAW OF LARGE NUMBERS FOR EXCHANGEABLE RANDOM VARIABLES

  • Hong, Dug-Hun;Lee, Sung-Ho
    • Communications of the Korean Mathematical Society
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    • v.13 no.2
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    • pp.385-391
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    • 1998
  • In this note, we study a weak law of large numbers for sequences of exchangeable random variables. As a special case, we have an extension of Kolmogorov's generalization of Khintchine's weak law of large numbers to i.i.d. random variables.

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IDENTICALLY DISTRIBUTED UNCORRELATED RANDOM VARIABLES NOT FULFILLING THE WLLN

  • Landers, Dieter;Rogge, Lothar
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.605-610
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    • 2001
  • It is shown that for each 1 < p < 2 there exist identically distributed uncorrelated random variables $X_n\; with\;E({$\mid$X_1$\mid$}^p)\;<\;{\infty}$, not fulfilling the weak law of large numbers (WLLN). If, however, the random variables are moreover non-negative, the weaker integrability condition $E(X_1\;log\;X_1)\;<\;{\infty}$ already guarantees the strong law of large numbers.

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A Note on Weak Law of targe Numbers for $L^{1}(R)^{1}$

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.299-303
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    • 1998
  • In this paper weak laws of large numbers are obtained for random variables in $L^{1}(R)$ which satisfy a compact uniform integrability condition.

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ON THE WEAK LAW FOR RANDOMLY INDEXED PARTIAL SUMS FOR ARRAYS

  • Hong, Dug-Hun;Sung, Soo-Hak;Andrei I.Volodin
    • Communications of the Korean Mathematical Society
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    • v.16 no.2
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    • pp.291-296
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    • 2001
  • For randomly indexed sums of the form (Equation. See Full-text), where {X(sub)ni, i$\geq$1, n$\geq$1} are random variables, {N(sub)n, n$\geq$1} are suitable conditional expectations and {b(sub)n, n$\geq$1} are positive constants, we establish a general weak law of large numbers. Our result improves that of Hong [3].

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Weak convergence for weighted sums of level-continuous fuzzy random variables (수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성)

  • Kim, Yun-Kyong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.7
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    • pp.852-856
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    • 2004
  • The present paper establishes a necessary and sufficient condition for weak convergence for weighted sums of compactly uniformly integrable level-continuous fuzzy random variables as a generalization of weak laws of large numbers for sums of fuzzy random variables.