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

M. P. Quine

Statistics & Probability Letters, 1999, vol. 43, issue 2, 137-143

Abstract: We give conditions under which the self-normalized productof independent and identically distributed (i.i.d) random variables X1,X2,..., where [summation operator]* denotes the sum over all n-1-long sequences of integers 1[less-than-or-equals, slant]i1 [infinity].

Keywords: Self-normalized; product; Independent; and; identically; distributed; random; variables; Asymptotic; normality (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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