Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results

DOI10.1137/S0040585X97978919zbMath1001.60025OpenAlexW2018348102MaRDI QIDQ3147224

Aimé Fuchs, Anatole Joffe, Jozef L. Teugels

Publication date: 18 September 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978919

zbMATH Keywords

domain of attraction of a stable lawfunctions of regular variationKaramata theoryDoeblin's universal law

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Distribution theory (60E99)

Related Items (7)

Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum ⋮ Asymptotics for ratios with applications to reinsurance ⋮ Cluster sets of self-normalized sums ⋮ On the bias and variance of odds ratio, relative risk and false discovery proportion ⋮ Population genetics of neutral mutations in exponentially growing cancer cell populations ⋮ A note on the normal approximation error for randomly weighted self-normalized sums ⋮ On the Breiman conjecture

This page was built for publication: Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results