Comments on a recent limit theorem of Quine
J. Galambos and
I. Simonelli
Statistics & Probability Letters, 2003, vol. 63, issue 1, 89-95
Abstract:
We give necessary and sufficient conditions for convergence of the self-normalized productwhere X1,X2,...,Xn are independent random variables, g(n) is an arbitrary function with g(n)-->+[infinity], as n-->+ [infinity], and [summation operator] is summation over all integers 1[less-than-or-equals, slant]i1
Keywords: Self; normalized; product; Complete; convergence; Symmetry; about; zero; Asymptotic; normality; Characterization (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)
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