Some Limit Results for Pareto Random Variables

被引：2
|
作者：
Miao, Yu [1 ]
Wang, Yanling [1 ]
Ma, Xinwen [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang, Henan Province, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2013年 / 42卷 / 24期
关键词：
Large deviations; Pareto random variable; The maxima of sums;
D O I：
10.1080/03610926.2011.650271
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We sample m (m ≥ 1) i.i.d. Pareto random variables with the density function x -2 (x ≥ 1) and establish two large deviations for the partial sums. In addition, the maxima of sums of the two-tailed Pareto random variables is discussed and some asymptotical forms are obtained also. © 2013 Taylor and Francis Group, LLC.
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收藏
页码：4384 / 4391
页数：8
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