A combinatorial identity for a problem in asymptotic statistics
Let (Xi)i?1 be a sequence of positive independent identically distributed random variables with regularly varying distribution tail of index 0 < ? < 1 and define Tn = X1?+X2?+???+Xn?/(X1+X2+???+ Xn)?.In this note we simplify an expression for lim n?? E(T kn ), which was obtained by Albrecher and Teugels: Asymptotic analysis of a measure of variation. Theory Prob. Math. Stat., 74 (2006), 1-9, in terms of coefficients of a continued fraction expansion. The new formula establishes an unexpected link to an enumeration problem for rooted maps on orientable surfaces that was studied in Arqu?s and B?raud: Rooted maps of orientable surfaces, Riccati's equation and continued fractions. Discrete Mathematics, 215 (2000), 1-12.