Randomly Weighted Sums for Negatively Associated Random Variables with Heavy Tails |
Received:September 14, 2007 Revised:July 06, 2008 |
Key Words:
asymptotic heavy tails negatively associated uniformity.
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Abstract: |
In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula as the same as Tang's, when random variables are negatively associated (NA). |
Citation: |
DOI:10.3770/j.issn:1000-341X.2009.06.015 |
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