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Only the first term of some series counts

Article ID Journal Published Year Pages File Type
1152479 Statistics & Probability Letters 2011 5 Pages PDF
Abstract
Let X,X1,X2,… be i.i.d. random variables, and set Sn=X1+⋯+Xn. We prove that for three important distributions of X, namely normal, exponential and geometric, series of the type ∑n≥1anP(|Sn|≥xbn) or ∑n≥1anP(Sn≥xbn) behave like their first term as x→∞.
Keywords
Tail probabilities of sums of i.i.d. random variablesNormal distributionExponential distributionGeometric distribution
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Only the first term of some series counts
Authors
Aurel Spătaru,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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