A central limit theorem for self-normalized products of random variables

被引：3

作者：

Quine, MP ^{[1
]}

机构：

[1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia

来源：

STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 02期

关键词：

self-normalized product; independent and identically distributed random variables; asymptotic normality;

D O I：

10.1016/S0167-7152(98)00243-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give conditions under which the self-normalized product [GRAPHICS] of independent and identically distributed (i.i.d) random variables X-1,X-2,..., where Sigma* denotes the sum over all n-1-long sequences of integers 1 less than or equal to i(1) < i(2) <...< i(n-1) less than or equal to n, is asymptotically normally distributed as n --> infinity. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：137 / 143

页数：7

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