Hagwood, R.
(2002),
On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates, SIAM Journal of Applied Mathematics
(Accessed April 1, 2025)
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On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates
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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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Created March 1, 2002, Updated February 17, 2017