Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153816 | Statistics & Probability Letters | 2007 | 4 Pages |
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
Authors
Igor Melnykov, John T. Chen,