Article ID Journal Published Year Pages File Type
4622616 Journal of Mathematical Analysis and Applications 2007 14 Pages PDF
Abstract

Let be a sequence of independent and identically distributed positive random variables, which is in the domain of attraction of the normal law, and tn be a positive, integer random variable. Denote , , where denotes the sample mean. Then we show that the self-normalized random product of the partial sums, , is still asymptotically lognormal under a suitable condition about tn.

Related Topics
Physical Sciences and Engineering Mathematics Analysis