What is the large-n limit of a distribution of the following sample statistic:$$\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$$$x\equiv\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$ when sampling the Cauchy(0,1) distribution? Monte Carlo simulation indicates that convergence to this limit is quite fast, and that the resulting (symmetric) PDF has very sharp cusps at -1 and +1, but of course does not yield an analytic expression for this PDF - would anyone be able to find it?
Here is how the positive half of the PDF looks like:
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What is the large Large-n limit of athe distribution of the following sample statistic:normalized sum of Cauchy random variables
What is the large-n limit of a distribution of the following sample statistic:
What is the large-n limit of a distribution of the following sample statistic:$$\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$ when sampling the Cauchy(0,1) distribution? Monte Carlo simulation indicates that convergence to this limit is quite fast, and that the resulting (symmetric) PDF has very sharp cusps at -1 and +1, but of course does not yield an analytic expression for this PDF - would anyone be able to find it? Click to see how the positive half of the PDF looks like
Large-n limit of the distribution of the normalized sum of Cauchy random variables
What is the large-n limit of a distribution of the following sample statistic:$$x\equiv\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$ when sampling the Cauchy(0,1) distribution? Monte Carlo simulation indicates that convergence to this limit is quite fast, and that the resulting (symmetric) PDF has very sharp cusps at -1 and +1, but of course does not yield an analytic expression for this PDF - would anyone be able to find it?
Here is how the positive half of the PDF looks like:
