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

Published

Author(s)

Robert C. 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 of Applied Mathematics

Citation

Hagwood, R. (2002), On the Asymptotic Distribution of Sums of Independent Nonidentically Distributed Pareto Variates, SIAM Journal of Applied Mathematics (Accessed July 22, 2024)

Issues

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Created March 1, 2002, Updated February 17, 2017