Expectation of the ratio of the sum of squares to the square of the sum: Exact and asymptotic results

Theory of Probability and its Applications

Volumn 46, Issue 2, 2002, Pages 243-255

  Fuchs, A ^a   Joffe, A ^a   Teugels, J ^a  

^a UNIVERSITÉ DE STRASBOURG   (France)

Author keywords

Doeblin's universal law; Domain of attraction of a stable law; Functions of regular variation; Karamata theory

Indexed keywords

EID: 0036348220     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97978919     Document Type: Article

References (6)

1. Regular variation
2. On the limit behavior of weighted sums of random variables
3. Formule exacte de l'espérance du rapport de la somme des carrés par le carré de la somme
4. The expected ratio of the sum of squares to the square of the sum