On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables

M. Sreehari

Statistics & Probability Letters, 2010, vol. 80, issue 9-10, 860-863

Abstract: We prove the equivalence of the limit distributions of an appropriately centered and normalized sum and the maximum sum of independent random variables which have finite expectations. The result is an extension of a result of Kruglov (1999).

Keywords: Stable; distribution; Limit; distribution; of; maximum; sum; Supremum; of; a; stable; process; Domain; of; attraction; Moment; inequality (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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