Hagwood, R.
(2008),
On the Asymplotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates, Siam Journal on Applied Mathematics
(Accessed October 5, 2024)
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On the Asymplotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates
Published
Author(s)
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 variablesCitation
Siam Journal on Applied Mathematics
Pub Type
Journals
Keywords
limit distribution, nonidentically distributed, Pareto, stable distributions
Citation
Issues
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Created October 16, 2008