Let X and Y be positive weakly negatively dependent （WND） random variables with finite expectations and continuous distribution functions F and G with heavy tails, respectively. The asymptotic behavior of the tail o...Let X and Y be positive weakly negatively dependent （WND） random variables with finite expectations and continuous distribution functions F and G with heavy tails, respectively. The asymptotic behavior of the tail of distribution of XY is studied and some closure properties under some suitable conditions on F（x） = 1-F（x） and G（x） = of XY when X and Y are WND random variables 1- G（x） are provided. Moreover, subexponentiality is derived.展开更多
基金Supported by Ferdowsi University of Mashhad(Grant No.MS88076AMI)
文摘Let X and Y be positive weakly negatively dependent （WND） random variables with finite expectations and continuous distribution functions F and G with heavy tails, respectively. The asymptotic behavior of the tail of distribution of XY is studied and some closure properties under some suitable conditions on F（x） = 1-F（x） and G（x） = of XY when X and Y are WND random variables 1- G（x） are provided. Moreover, subexponentiality is derived.
