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论文类型:期刊论文
发表时间:2014-01-02
发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
收录刊物:SCIE、EI、Scopus
卷号:43
期号:1
页面范围:28-43
ISSN号:0361-0926
关键字:Consistently varying tails; Precise large deviations; Random sums
摘要: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.