Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152715 | Statistics & Probability Letters | 2010 | 4 Pages |
Abstract
For finitely many independent real-valued random variables, if their maximum follows a subexponential distribution, then the tail probabilities of their sum and maximum are asymptotically equivalent.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jinzhu Li, Qihe Tang,