Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 34, No. 1 (Mar., 1972), pp. 9-16 (8 pages) An exponential bound is obtained for probabilities of large deviations in a strictly ...
Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...