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- W2023084877 abstract "Let {Zn,n≥1} be a sequence of independent nonnegative r.v.’s (random variables) with finite second moments. It is shown that under a Lindeberg-type condition, the αth inverse moment E{a+Xn}−α can be asymptotically approximated by the inverse of the αth moment {a+EXn}−α where a>0,α>0, and {Xn} are the naturally-scaled partial sums. Furthermore, it is shown that, when {Zn} only possess finite rth moments, 1≤r<2, the preceding asymptotic approximation can still be valid by using different norming constants which are the standard deviations of partial sums of suitably truncated {Zn}." @default.
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- W2023084877 date "2009-06-01" @default.
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- W2023084877 title "Asymptotic approximation of inverse moments of nonnegative random variables" @default.
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- W2023084877 doi "https://doi.org/10.1016/j.spl.2009.02.010" @default.
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