Hagwood, R.
(2002),
On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates, SIAM Journal of Applied Mathematics
(Accessed October 7, 2024)
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
On the Asymptotic 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 variables.Citation
SIAM Journal of Applied Mathematics
Pub Type
Journals
Citation
Issues
If you have any questions about this publication or are having problems accessing it, please contact reflib@nist.gov.
Created March 1, 2002, Updated February 17, 2017