Corpus ID: 2754145

# Contribution of the Extreme Term in the Sum of Samples with Regularly Varying Tail

@article{Nguyen2018ContributionOT,
title={Contribution of the Extreme Term in the Sum of Samples with Regularly Varying Tail},
author={Van Minh Nguyen},
journal={ArXiv},
year={2018},
volume={abs/1801.09887}
}
• Van Minh Nguyen
• Published 2018
• Mathematics, Computer Science
• ArXiv
• For a sequence of random variables $(X_1, X_2, \ldots, X_n)$, $n \geq 1$, that are independent and identically distributed with a regularly varying tail with index $-\alpha$, $\alpha \geq 0$, we show that the contribution of the maximum term $M_n \triangleq \max(X_1,\ldots,X_n)$ in the sum $S_n \triangleq X_1 + \cdots +X_n$, as $n \to \infty$, decreases monotonically with $\alpha$ in stochastic ordering sense.
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