The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
返回论文页
|更新时间:2023-12-11
|
The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 55, Issue 3, Pages: 55-58(2016)
作者机构:
1. 兰州大学数学与统计学院,甘肃,兰州,730000
2.
3. 淮北师范大学数学科学学院,安徽,淮北,235000
作者简介:
基金信息:
DOI:
CLC:
Published:2016,
Published Online:25 May 2016,
扫 描 看 全 文
TANG Fengqin. The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 55(3):55-58(2016)
DOI:
TANG Fengqin. The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 55(3):55-58(2016)DOI:
The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
is a sequence of nonnegative and nonidentically distributed random variables which belong to the subclass of heavy-tailed distributionsclass C. The multivariate distribution function of the random variables is governed by the FGM copula function. The uniformly asymptotic estimate for the partial sums and random sums of the sequence {X
i
}
i≥1
are studied
respectively. The obtained results extend the corresponding asymptotic estimate of the tail probability of the dependent random variables.