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Tightness of the Student t-Statistic
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Philip S. Griffin, Syracuse University
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Abstract
Let $X, X_1, X_2, dots $ be a sequence of
nondegenerate, independent and identically distributed random
variables and set $S_n=X_1+dots +X_n, V_n^2=X_1^2+dots +X_n^2.$
We answer a question of G"otze, Gin'e and Mason by providing a
simple necessary and sufficient condition for tightness of
$S_n/V_n$.
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Full text: PDF
Pages: 181-190
Published on: September 27, 2002
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Electronic Communications in Probability. ISSN: 1083-589X |
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