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A connection between self-normalized products and stable laws

Author

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  • Melnykov, Igor
  • Chen, John T.

Abstract

Let X1,...,Xn constitute a random sample from a population with underpinning cumulative distribution function F(x). For any value 0

Suggested Citation

  • Melnykov, Igor & Chen, John T., 2007. "A connection between self-normalized products and stable laws," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1662-1665, November.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:17:p:1662-1665
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    References listed on IDEAS

    as
    1. Galambos, J. & Simonelli, I., 2003. "Comments on a recent limit theorem of Quine," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 89-95, May.
    2. Quine, M. P., 1999. "A central limit theorem for self-normalized products of random variables," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 137-143, June.
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    2. Galambos, J. & Simonelli, I., 2003. "Comments on a recent limit theorem of Quine," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 89-95, May.

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