کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129755 1489850 2017 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Limit theorems for sums of random variables with mixture distribution
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Limit theorems for sums of random variables with mixture distribution
چکیده انگلیسی

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level depend on the number of summands. The aim of this research is to characterize the limiting distributions of the sums due to various relations between these parameters.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 129, October 2017, Pages 379-386
نویسندگان
,