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

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  • Sreehari, M.

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).

Suggested Citation

  • Sreehari, M., 2010. "On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 860-863, May.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:9-10:p:860-863
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    Cited by:

    1. Lei Gao & Dong Han, 2020. "Extreme Value Distributions for Two Kinds of Path Sums of Markov Chain," Methodology and Computing in Applied Probability, Springer, vol. 22(1), pages 279-294, March.

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