Some effects of trimming on the law of the iterated logarithm
Description
We investigate some effects that the 'light' trimming of a sum S n = X1 + X2 + ⋯ + Xn of independent and identically distributed random variables has on behaviour of iterated logarithm type. Light trimming is defined as removing a constant number of sum
Collections | ANU Research Publications |
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Date published: | 2004 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/79440 |
Source: | Journal of Applied Probability |
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