On a conjecture of Seneta

preprint2020arXivOpen access

Abstract

In this short note we prove that hβ(x)=β∫0xyβ−1F‾(y)dyh_β(x) = β\int_0^x y^{β-1} \overline F(y) \mathrm{d} y is regularly varying with index ρ∈[0,β)ρ\in [0,β) if and only if Vβ(x)=∫[0,x]yβdF(y)V_β(x) = \int_{[0,x]} y^β\mathrm{d} F(y) is regularly varying with the same index. This implies an extended version of a recent conjecture by Seneta.

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