Laws of large numbers for two tailed Pareto random variables

• Autorzy: Adler A.
• Języki publikacji: EN

Abstrakty

EN

We sample m random variables from a two tailed Pareto distribution. A two tailed Pareto distribution is a random variable whose right tail is px⁻² and whose left tail is qx⁻², where p + q = 1. Next, we look at the largest of these random variables and establish various Weak and Strong Laws that can be obtained with weighted sums of these random variables. The case of m = 1 is completely different from m > 1.

Słowa kluczowe

EN

almost sure convergence; weak law of large numbers; strong law of large numbers

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2008
• Tom: Vol. 28, Fasc. 1
• Strony: 121--128
• Opis fizyczny: Bibliogr. 2 poz.

Twórcy

autor

Adler A.

• Department of Mathematics, Illinois Institute of Technology, Chicago, Illinois, 60616, U.S.A.

Bibliografia

• [1] Y. S. Chow and H. Teicher, Probability Theory: Independence; Interchangeability; Martingales, 3rd edition, Springer, New York 1997.
• [2] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2, 2nd edition, Wiley, New York 1971.