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Indexed by:期刊论文

Date of Publication:2014-01-02

Journal:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals:SCIE、EI、Scopus

Volume:43

Issue:1

Page Number:28-43

ISSN No.:0361-0926

Key Words:Consistently varying tails; Precise large deviations; Random sums

Abstract:In this article, we investigate the precise large deviations for a sum of independent but not identical distributed random variables. {X-n, n1} are independent non-negative random variables with distribution functions {F-n, n1}. We assume that the average of right tails of distribution functions F-n is equivalent to some distribution function F with consistently varying tails. In applications, we apply our main results to a realistic example (Pareto-type distribution) and obtain a specific result.