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《Chinese Journal of Applied Probability and Statistics》 2010-01
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Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums

Zang Qingpei1,2 Fu Keang3 Yang Weiguo1(1Faculty of Science,Jiangsu University,Zhenjiang,212013)(2School of Mathematical Science,Huaiyin Normal University,Huaian,223300)(3School of Statistics and Mathematics,Zhejiang Gongshang University,Hangzhou,310018)  
Let {X,Xn;n≥1} be a sequence of independent and identically distributed random variables.In this paper,we prove the precise asymptotics for the complete moment of self-normalized partial sums if X belongs to the domain of attraction of the normal law and EX=0.
【Fund】: supported by National Natural Science Foundation of China(10671176 10771192)
【CateGory Index】: O211.5
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