The Lai law for weighted sums
2 Citations•2022•
Xiangd ng Liu, S. Moreno-Pulido, Enrique Naranjo-Guerra
Journal of Mathematical Inequalities
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Abstract
. Let { X , X n , n (cid:2) 1 } be a sequence of independent and identically distributed random variables with partial sums S n = ∑ nk = 1 X k , n (cid:2) 1. Lai law states that