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2002 Tightness of the Student $t$-Statistic
Philip Griffin
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Electron. Commun. Probab. 7: 181-190 (2002). DOI: 10.1214/ECP.v7-1059

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 $S_n/V_n$.

Citation

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Philip Griffin. "Tightness of the Student $t$-Statistic." Electron. Commun. Probab. 7 181 - 190, 2002. https://doi.org/10.1214/ECP.v7-1059

Information

Accepted: 27 September 2002; Published: 2002
First available in Project Euclid: 16 May 2016

zbMATH: 1008.62046
MathSciNet: MR1937903
Digital Object Identifier: 10.1214/ECP.v7-1059

Subjects:
Primary: 60K37
Secondary: 60F15

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