A note on max-sum equivalence

被引：9
|
作者：
Li, Jinzhu [1 ,2 ,3 ]
Tang, Qihe [1 ]
机构：
[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA
[2] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
[3] Nankai Univ, LPMC, Tianjin 300071, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 23-24期
关键词：
Long tail; Max-sum equivalence; Subexponentiality; SUBEXPONENTIAL DISTRIBUTIONS; CONVOLUTION; CLOSURE; TAILS;
D O I：
10.1016/j.spl.2010.07.015
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：
For finitely many independent real-valued random variables, if their maximum follows a subexponential distribution, then the tail probabilities of their sum and maximum are asymptotically equivalent. (c) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：1720 / 1723
页数：4
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