Law of large numbers for sample mean of random weighting estimate

  • Authors:
  • Shesheng Gao;Jingmei Zhang;Tao Zhou

  • Affiliations:
  • Department of Automatic Control, Northwestern Polytechnical University, Xi'An 710072, China;Department of Automatic Control, Northwestern Polytechnical University, Xi'An 710072, China;Department of Automatic Control, Northwestern Polytechnical University, Xi'An 710072, China

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2003

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Abstract

For the random weighting mean, a strong law of large numbers is obtained under the assumption of finiteness of the rth moment, for some r 1, and weak law of large numbers is obtained under the finiteness of the first moment.