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D Family Dependent Random Variables, Random Weighting And The Tail Probability Of The Asymptotic Estimate

Posted on:2011-03-31Degree:MasterType:Thesis
Country:ChinaCandidate:L YiFull Text:PDF
GTID:2190360308955411Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper deals with the approximation of the tail probability of randomly weighted sums of a sequence of pairwise asymptotically independent random variables with a common dominatedly-varying-tailed distribution function.The weights are independent of the former sequence, satisfying some assumptions about the moments.But no requirements on the depen-dence structure of the weights are imposed.
Keywords/Search Tags:heavy-tailed distribution function, dominatedly-varying-tailed distribution function, pairwise asymptotically independent, randomly weighted sum, asymptotic estimate, discrete time risk model
PDF Full Text Request
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