Authors
Jinzhu Li, Qihe Tang
Publication date
2010/12/15
Journal
Statistics & Probability Letters
Volume
80
Issue
23
Pages
1720-1723
Publisher
North-Holland
Description
For finitely many independent real-valued random variables, if their maximum follows a subexponential distribution, then the tail probabilities of their sum and maximum are asymptotically equivalent.
Scholar articles
J Li, Q Tang - Statistics & probability letters, 2010