2004-08-01
Asymptotics in the symmetrization inequality
Publication
Publication
Statistics & Probability Letters , Volume 69 - Issue 1 p. 63- 68
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→∞. A factorization property for subexponential distributions is used in the proof.
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| doi.org/10.1016/j.spl.2004.06.004, hdl.handle.net/1765/66546 | |
| Statistics & Probability Letters | |
| Organisation | Erasmus School of Economics |
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Geluk, J. (2004). Asymptotics in the symmetrization inequality. Statistics & Probability Letters, 69(1), 63–68. doi:10.1016/j.spl.2004.06.004 |
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