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PUBLICATIONS

On the Asymplotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates

Published

Author(s)

Robert Hagwood

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 on Applied Mathematics
Pub Type
Journals

Keywords

limit distribution, nonidentically distributed, Pareto, stable distributions

Citation

Hagwood, R. (2008), On the Asymplotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates, Siam Journal on Applied Mathematics (Accessed April 18, 2024)

Created October 16, 2008