摘要
本文得到了同分布负相协重尾随机变量和的最大值、随机个和的最大值尾概率的渐进性质.所得到的结果削弱了Wang和Tang(Statist.Prob.Lett.,68,287-295,2004)的Theorem 2.1的矩条件,在与[1]的Theorem 2.2不同的条件下得到了相应的结果,并且都解除了上述[1]的结果中对随机变量的支撑的限制.
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 and remove the restrictions of the supports of random variables.
出处
《应用概率统计》
CSCD
北大核心
2007年第4期337-344,共8页
Chinese Journal of Applied Probability and Statistics
基金
受国家自然科学基金资助(项目号:10671139)
苏州科技学院引进人员科研启动费(项目号:Z912)及院科研基金资助.