Asymptotics in the symmetrization inequality

Jaap Geluk

Statistics & Probability Letters, 2004, vol. 69, issue 1, 63-68

Abstract: We give a sufficient condition for i.i.d. random variables X1,X2 in order to have P{X1-X2>x}~P{X1>x}, as x-->[infinity]. A factorization property for subexponential distributions is used in the proof.

Keywords: Symmetrization; Heavy; tails; Convolution; Subexponentiality (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (5)

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