Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152479 | Statistics & Probability Letters | 2011 | 5 Pages |
Abstract
Let X,X1,X2,⦠be i.i.d. random variables, and set Sn=X1+â¯+Xn. We prove that for three important distributions of X, namely normal, exponential and geometric, series of the type ânâ¥1anP(|Sn|â¥xbn) or ânâ¥1anP(Snâ¥xbn) behave like their first term as xââ.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Aurel SpÄtaru,