Some Limit Results for Pareto Random Variables |
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| Authors: | Yu Miao Yanling Wang Xinwen Ma |
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| Affiliation: | 1. College of Mathematics and Information Science , Henan Normal University , Henan , China yumiao728@gmail.com;3. College of Mathematics and Information Science , Henan Normal University , Henan , China |
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| Abstract: | We sample m (m ≥ 1) i.i.d. Pareto random variables with the density function x ?2 (x ≥ 1) and establish two large deviations for the partial sums. In addition, the maxima of sums of the two-tailed Pareto random variables is discussed and some asymptotical forms are obtained also. |
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| Keywords: | Large deviations Pareto random variable The maxima of sums |
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