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Kaluszka, M.; Okolewski, A.

On Fatou-type lemma for monotone moments of weakly convergent random variables. (English) Zbl 1116.60308

Stat. Probab. Lett. 66, No. 1, 45-50 (2004).
Summary: Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.

Cited in 1 Review
Cited in 15 Documents

MSC:

60E05 Probability distributions: general theory
62E20 Asymptotic distribution theory in statistics

Keywords:

Weak convergence; Fatou’s lemma; Inverse moments; Cramér’s theorem; Berry–Esséen’s bound
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\textit{M. Kaluszka} and \textit{A. Okolewski}, Stat. Probab. Lett. 66, No. 1, 45--50 (2004; Zbl 1116.60308)
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