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arXiv · 1609.04910

Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean

Marc Kesseböhmer·Tanja Schindler
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Abstract

We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds. In case that the distribution function has regularly varying tails we give necessary and sufficient conditions on the trimming for a strong law of large numbers to hold.

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Marc Kesseböhmer, Tanja Schindler. 2017-12-07. Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean. https://doi.org/10.1007/s10959-017-0802-0

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