Laws of large numbers for asymmetrical Cauchy random variables (Q2478409)
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scientific article; zbMATH DE number 5255165
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| English | Laws of large numbers for asymmetrical Cauchy random variables |
scientific article; zbMATH DE number 5255165 |
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Laws of large numbers for asymmetrical Cauchy random variables (English)
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28 March 2008
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Summary: We generalize the Cauchy distribution so that we can have asymmetrical tails. This allows us to obtain unusual laws of large numbers involving weighted sums of these random variables. Unusual in the sense that even though in every case \(E|X|=\infty \), we can still obtain a nonzero limit for these weighted sums.
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0.8180286288261414
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0.7825372815132141
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0.7785224914550781
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0.7753239870071411
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