Wang Kaiyong, Wang Yuebao. Notes on the Asymptotics of the Tail Probabilities of Sums for Negatively Associated Random Variables with Heavy Tails[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(4): 337-344.
Citation: Wang Kaiyong, Wang Yuebao. Notes on the Asymptotics of the Tail Probabilities of Sums for Negatively Associated Random Variables with Heavy Tails[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(4): 337-344.

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

  • 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.
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