Comments on a recent limit theorem of Quine

We give necessary and sufficient conditions for convergence of the self-normalized productwhere X1,X2,...,Xn are independent random variables, g(n) is an arbitrary function with g(n)-->+[infinity], as n-->+ [infinity], and [summation operator] is summation over all integers 1[less-than-or-equals, slant]i1<i2<...<in-1[less-than-or-equals, slant]n.

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Year of publication:	2003
Authors:	Galambos, J. ; Simonelli, I.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 1, p. 89-95
Publisher:	Elsevier
Keywords:	Self normalized product Complete convergence Symmetry about zero Asymptotic normality Characterization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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