Abstract:
Given a sum of a finite number of independent random variables, the asymptotic behavior of its distributions and densities at infinity is investigated in the case when the densities or tails of these distributions decrease faster than the densities or tails of gamma distributions.
Keywords:independent random variables, large deviations, rapidly decreasing tails.
UDC:519.21
Presented:I. A. Ibragimov Received: 13.01.2020 Revised: 13.01.2020 Accepted: 13.02.2020