NDLI: Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution

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Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution

Content Provider	Scilit
Author	Barbe, Ph. McCormick, W. P. Zhang, C.
Copyright Year	2007
Description	We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same rapidly varying subexponential distribution. The examples of a Poisson and geometric number of summands serve as an illustration of the main result. Complete calculations are done for a Weibull distribution, with which we derive, as examples and without any difficulties, seven-term expansions.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/6F86C96ADE629A40FBB399B7C082B965/S0021900200003351a.pdf/div-class-title-asymptotic-expansions-for-distributions-of-compound-sums-of-random-variables-with-rapidly-varying-subexponential-distribution-div.pdf
Ending Page	684
Page Count	15
Starting Page	670
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200003351
Journal	Journal of applied probability
Issue Number	03
Volume Number	44
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2007-09-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Mathematical Physics Asymptotic Expansion Tail Area Approximation Regular Variation Subexponential Distribution
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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