Limiting distributions of ratios of Binomial random variables

Abstract

We consider the limiting distribution of the quantity $X^s/(X+Y{)}^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive real numbers. Under several settings, we prove that this converges to a Normal distribution with a given mean and variance, and demonstrate these theoretical results through simulations.

arXiv comment9 pages, 20 figures