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.  
Fund Project:
Author NameAffiliation
ZONG Gao Feng School of Mathematics, Anhui University, Anhui 230039, China 
KONG Fan Chao School of Mathematics, Anhui University, Anhui 230039, China 
Hits: 2683
Download times: 1968
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
View Full Text  View/Add Comment