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Tightness of the Student $t$-Statistic


 
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1. Title Title of document Tightness of the Student $t$-Statistic
 
2. Creator Author's name, affiliation, country Philip S. Griffin; Syracuse University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) tightness, t-statistic, self-normalized sum
 
3. Subject Subject classification Primary 60K37, secondary 60F15.
 
4. Description 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 Gotze, Gine and Mason by providing a simple necessary and sufficient condition for tightness of $S_n/V_n$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2002-09-27
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1059
 
10. Identifier Digital Object Identifier 10.1214/ECP.v7-1059
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 7
 
12. Language English=en
 
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