Publication Citation
NIST Authors in Bold
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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 |
| Research Areas: |