Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4622616 | Journal of Mathematical Analysis and Applications | 2007 | 14 Pages |
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.
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