We study the law of the iterated logarithm for the partial sum of i.i.d. random variables when the rn largest summands are excluded, where rn=o(log log n). This complements earlier work in which the case log logn=O(rn) was considered. A law of the iterated logarithm is again seen to prevail for a wide class of distributions, but for reasons quite different from previously.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty