Article ID Journal Published Year Pages File Type
5129755 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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