CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2007, 23(4) 337-344 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
ѧ������
Information and Service
This Article
Supporting info
PDF(515KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Authors
Wang Kaiyong
Wang Yuebao
PubMed
Article by
Article by

Notes on the Asymptotics of the Tail Probabilities of Sums for Negatively Associated Random Variables with Heavy Tails

Wang Kaiyong, Wang Yuebao

School of Mathematical Science, Soochow University, Department of Applied Mathematics, University of Science and Technology of Suzhou

Abstract��

This paper obtains some asymptotics for the tail probabilities of maximum of sums, random sums and maximum of idetically distributed, negatively associated random variables with heavy tails. The obtained results weaken the conditions of the moments of Theorem 2.1 in Wang and Tang (Statist. Prob. Lett., 68, 287--295, 2004). We also discuss the conditions of Theorem 2.2 of [1] and remove the restrictions of the supports of random variables.

Keywords��
Received 1900-01-01 Revised 1900-01-01 Online:  
DOI:
Fund:
Corresponding Authors: Wang Kaiyong
Email:
About author:

References��
Similar articles

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST