Release Time:2019-03-09  Hits:

Indexed by: Journal Article

Date of Publication: 2014-01-02

Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals: Scopus、EI、SCIE

Volume: 43

Issue: 1

Page Number: 28-43

ISSN: 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.