Article ID Journal Published Year Pages File Type
1153816 Statistics & Probability Letters 2007 4 Pages PDF
Abstract

Let X1,…,XnX1,…,Xn constitute a random sample from a population with underpinning cumulative distribution function F(x)F(x). For any value 0<α<10<α<1, we prove that under a condition of stable laws, the self-normalized product n1/2αX1X2…Xn/∑*Xi12…Xin-12 follows the same distribution as X1X1, where ∑*∑* denotes the sum of over all permissible sequences of integers 1⩽i1

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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