Abstract
Let X1, X2,…, Xn be n independent, identically distributed, non negative random variables and put and Mn = ni=1 Xi. Let (X, Y) denote the uniform distanc distributions of random variables X and Y; i.e.We consider (Sn, Mn) when P(X1>x) is slowly varying and we provide bounds for the asymptotic behaviour of this quantity as n¿8, thereby establishing a uniform rate of convergence result in Darling's law for distributions with slowly varying tails.
| Original language | English |
|---|---|
| Pages (from-to) | 201-216 |
| Journal | Stochastic Processes and their Applications |
| Volume | 33 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1989 |
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