已有文献指出在次指数族重尾损失的情形下,独立同分布随机变量加权和的一致尾等价关系P(sum from i=1 to n c_iX_i>x)~sum from i=1 to n P(c_iX_i>x)成立.文中主要在随机变量独立但不同分布的情况下,得到了上述尾等价关系一致...已有文献指出在次指数族重尾损失的情形下,独立同分布随机变量加权和的一致尾等价关系P(sum from i=1 to n c_iX_i>x)~sum from i=1 to n P(c_iX_i>x)成立.文中主要在随机变量独立但不同分布的情况下,得到了上述尾等价关系一致成立时分布函数所应满足的一些条件.展开更多
In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula...In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula as the same as Tang’s, when random variables are negatively associated (NA).展开更多
文摘已有文献指出在次指数族重尾损失的情形下,独立同分布随机变量加权和的一致尾等价关系P(sum from i=1 to n c_iX_i>x)~sum from i=1 to n P(c_iX_i>x)成立.文中主要在随机变量独立但不同分布的情况下,得到了上述尾等价关系一致成立时分布函数所应满足的一些条件.
文摘In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula as the same as Tang’s, when random variables are negatively associated (NA).