So it seems like it might misbehave interestingly for distributions with oddly asymmetrical tails
Yep; it’s not too hard to construct things where the limit doesn’t exist. However, all the counterexamples I’ve found share an interesting property: they’re not bounded above by any multiple of a power of (1/x). This might be the key requirement...
Yep; it’s not too hard to construct things where the limit doesn’t exist. However, all the counterexamples I’ve found share an interesting property: they’re not bounded above by any multiple of a power of (1/x). This might be the key requirement...
Yes, that’s exactly the property I’m looking for.