Domain of Attraction of <&alpha>-stable Distributions under Finite Mixture Models
نویسندگان
چکیده
منابع مشابه
Domain of Attraction of α-stable Distributions under Finite Mixture Models
In this work, we study the asymptotic distribution of the normalized sum of independent, identically distributed random variables under the finite mixture models. In the Theorem we give necessary conditions for a distribution function of a mixed population with k components to belong to the domain of attraction of an α-stable distribution, by assuming that each component of the mixture also per...
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ژورنال
عنوان ژورنال: TEMA - Tendências em Matemática Aplicada e Computacional
سال: 2010
ISSN: 2179-8451,1677-1966
DOI: 10.5540/tema.2010.011.01.0069