A central limit theorem for self-normalized products of random variables

DOI10.1016/S0167-7152(98)00243-0zbMath0948.60014OpenAlexW2016809819MaRDI QIDQ1293837

Malcolm Quine

Publication date: 7 November 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00243-0

zbMATH Keywords

asymptotic normalityindependent and identically distributedself-normalized product

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

A new characterization of the normal law ⋮ Comments on a recent limit theorem of Quine: ``A central limit theorem for self-normalized products of random variables M. P. Quine. ⋮ A connection between self-normalized products and stable laws

Cites Work

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• A result of Shepp
• Limit distributions of self-normalized sums
• A Method for Simulating Stable Random Variables
• Tables and graphs of the stable probability density functions

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