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On the other law of the iterated logarithm for self-normalized sums
1Department of Mathematics and Statistics, Zhejiang Gongshang University, Hangzhou, P.R. China. cghzju@163.com
Anais Da Academia Brasileira De Ciencias
|September 18, 2008
Abstract:
In this note, we obtain a Chung's integral test for self-normalized sums of i.i.d. random variables. Furthermore, we obtain a convergence rate of Chung law of the iterated logarithm for self-normalized sums.
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