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Q152Section III (Statistics)152 of 190

Dividing by ∑Xi2\sum X_i^2 rather than its square root leaves a N(0,1/σ2)N(0,1/\sigma^2) limit

Suppose {X1,X2,…,Xn}\{X_1,X_2,\dots,X_n\} are independent and identically distributed random variables with mean zero and variance σ2\sigma^2. Then the asymptotic distribution of

Tn=n∑i=1nXi∑i=1nXi2T_n=\frac{\sqrt n\sum_{i=1}^nX_i}{\sum_{i=1}^nX_i^2}

is:

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