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Publication Citation: On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates

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Author(s): Robert C. Hagwood;
Title: On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates
Published: March 01, 2002
Abstract: The sum of independent Pareto random variables with varying parameters are shown to converge to a stable distribution. This extends a result of Blum for i.i.d. Pareto random variables.
Citation: SIAM Journal of Applied Mathematics
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