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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
On the role of extreme summands in sums of independent random variables
A. V. Nagaeva, I. M. Khamdamovb a Nikolaus Copernicus University
b Institute for Mathematics and Information Technologies of the National Academy of Sciences of Uzbekistan
Abstract:
Sums of independent identically distributed random variables are considered. It is assumed that the underlying distribution belongs to the domain of attraction of a stable law with the characteristic exponent $\alpha\in(0,1)\cup(1,2)$. We focus our attention on the limit distribution of those sums from which k extreme right and $m$ extreme left summands are removed.
Keywords:
monotone $\varepsilon$-approximation, order statistic, Poisson spectrum, stable distribution.
Received: 22.07.1998 Revised: 03.03.1999
Citation:
A. V. Nagaev, I. M. Khamdamov, “On the role of extreme summands in sums of independent random variables”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 575–583; Theory Probab. Appl., 47:3 (2003), 533–541
Linking options:
https://www.mathnet.ru/eng/tvp3697https://doi.org/10.4213/tvp3697 https://www.mathnet.ru/eng/tvp/v47/i3/p575
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