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A Note on “Limit Distributions of Self-Normalized Sums” Using Cauchy-Generated Samples

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DOI: 10.4236/am.2019.1011062    108 Downloads   193 Views
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ABSTRACT

In this case study, we would like to illustrate the utility of characteristic functions, using an example of a sample statistic defined for samples from Cauchy distribution. The derivation of the corresponding asymptotic probability density function is based on [1], elaborating and expanding the individual steps of their presentation, and including a small extension; our reason for such a plagiarism is to make the technique, its mathematical tools and ingenious arguments available to the widest possible audience.

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Vrbik, J. (2019) A Note on “Limit Distributions of Self-Normalized Sums” Using Cauchy-Generated Samples. Applied Mathematics, 10, 863-875. doi: 10.4236/am.2019.1011062.

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