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

✍ Scribed by M.P Quine

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 100 KB
Volume: 43
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00243-0

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✦ Synopsis

We give conditions under which the self-normalized product

of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where * denotes the sum over all n-1-long sequences of integers 16i1¡i2¡ • • • ¡in-16n, is asymptotically normally distributed as n → ∞.

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