A NOTE ON EXACT LAWS OF LARGE NUMBERS FOR ASYMMETRIC PARETO-TYPE DISTRIBUTIONS WITH APPLICATIONS TO RATIOS OF RANDOM VARIABLES

被引：4

作者：

Matula, Przemyslaw ^{[1
]}

Kurasinski, Pawel ^{[1
]}

Naderi, Habib ^{[2
]}

Adler, Andre ^{[3
]}

机构：

[1] Marie Curie Sklodowska Univ, Inst Math, Pl MC Sklodowskiej 1, PL-20031 Lublin, Poland

[2] Univ Sistan & Baluchestan, Dept Math, Zahedan, Iran

[3] IIT, Dept Math, Chicago, IL 60616 USA

来源：

BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES | 2020年 / 15卷 / 02期

关键词：

Law of large numbers; i.i.d. random variables; ratios of random variables;

D O I：

10.21915/BIMAS.2020205

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove sonic unusual limit laws for weighted sums of i.i.d. random variables with asymmetric Pareto-type distributions. The obtained results are applied to the convergence of ratios of independent random variables.

引用

页码：177 / 186

页数：10

共 50 条

[1] A note on exact laws of large numbers for the range of a sample from Pareto-type distributions
Matula, Przemyslaw
Adler, Andre
[J]. STATISTICS & PROBABILITY LETTERS, 2022, 182
[2] The laws of large numbers for Pareto-type random variables with infinite means
Yang, Wenzhi
Yang, Lei
Wei, Da
Hu, Shuhe
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (12) : 3044 - 3054
[3] On exact strong laws of large numbers for ratios of random variables and their applications
Matula, Przemyslaw
Adler, Andre
Kurasinski, Pawel
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (13) : 3153 - 3167
[4] The laws of large numbers for Pareto-type random variables under sub-linear expectation
Chen, Binxia
Wu, Qunying
[J]. FRONTIERS OF MATHEMATICS IN CHINA, 2022, 17 (05) : 783 - 796
[5] The laws of large numbers for Pareto-type random variables under sub-linear expectation
Binxia Chen
Qunying Wu
[J]. Frontiers of Mathematics, 2022, 17 : 783 - 796
[6] A REMARK ON THE EXACT LAWS OF LARGE NUMBERS FOR RATIOS OF INDEPENDENT RANDOM VARIABLES
Matula, Przemyslaw
[J]. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2022, 42 (02): : 219 - 225
[7] Laws of large numbers for ratios of uniform random variables
Adler, Andre
[J]. OPEN MATHEMATICS, 2015, 13 : 571 - 576
[8] A note on the strong laws of large numbers for random variables
Hu, T-C.
Sung, S. H.
Volodin, A.
[J]. ACTA MATHEMATICA HUNGARICA, 2016, 150 (02) : 412 - 422
[9] A note on the strong laws of large numbers for random variables
T.-C. Hu
S. H. Sung
A. Volodin
[J]. Acta Mathematica Hungarica, 2016, 150 : 412 - 422
[10] Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications
Abida, Zahnit
Brahim, Brahimi
Djabrane, Yahia
[J]. PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2021, 17 (01) : 235 - 245

← 1 2 3 4 5 →