Change in the Mean in the Domain of Attraction of the Normal Law

Abstract

Some weighted approximations in probability of self-normalized and Studentized partial sums processes are reviewed and also described in the context of studying the problem of change in the mean of random variables in the domain of attraction of the normal law. This survey of such results constitutes an extended abstract of the talk with the same title that was presented by Miklós Csörg? on July 18, 2005 in Mikulov, based on the joint works M. Csörg?, B. Szyszkowicz, and Q. Wang (2001), (2003) and (2004) by the three of us.