This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
The Annals of Mathematical Statistics, Vol. 41, No. 2 (Apr., 1970), pp. 710-712 (3 pages) A limit theorem for random sums of independent random elements of D[ 0, 1] is proved. The theorem extends and ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Using dye intensity measurements at synaptic terminals to examine neurotransmitter release leads to the problem of estimating an expectation when, instead of ...