Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex

DOI10.1016/j.spl.2009.01.009zbMath1161.62003OpenAlexW2060150192MaRDI QIDQ1017819

J. Martínez

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.009

Mathematics Subject Classification ID

Integral transforms in distribution spaces (46F12) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

Generalized Stieltjes transforms of compactly-supported probability distributions: further examples ⋮ A novel extension of randomly weighted averages ⋮ On distribution of randomly ordered uniform incremental weighted averages: divided difference approach ⋮ Randomly weighted averages with beta random proportions ⋮ On adjusted method of moments estimators on uniform distribution samples ⋮ Classes of power semicircle laws that are randomly weighted average distributions ⋮ Recursive integral equations for random weights averages: exponential functions and Cauchy distribution

Cites Work

• Calculating the Distribution of a Linear Combination of Uniform Order Statistics
• Upper and Lower Probabilities Generated by a Random Closed Interval
• The Distribution of Linear Combinations of Order Statistics from the Uniform Distribution
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