On distribution of randomly ordered uniform incremental weighted averages: divided difference approach

DOI10.1016/j.spl.2012.02.007zbMath1241.62015MaRDI QIDQ433599

Rasool Roozegar, Ahmad Reza Soltani

Publication date: 5 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.007

zbMATH Keywords

Stieltjes transform; generalized Stieltjes transform; randomly weighted average

Mathematics Subject Classification ID

44A15: Special integral transforms (Legendre, Hilbert, etc.)

62E10: Characterization and structure theory of statistical distributions

65R10: Numerical methods for integral transforms

Related Items

Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables, Type-I hybrid censoring of uniformly distributed lifetimes, Classes of power semicircle laws that are randomly weighted average distributions, Generalized Stieltjes transforms of compactly-supported probability distributions: further examples, A novel extension of randomly weighted averages, From B-spline representations to gamma representations in hybrid censoring, Recursive integral equations for random weights averages: exponential functions and Cauchy distribution, On the asymptotic distribution of randomly weighted averages of random vectors, On the asymptotic behavior of randomly weighted averages, Characterizations of arcsin and related distributions based on a new generalized unimodality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some extensions of Faà di Bruno's formula with divided differences
• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex
• Multivariate splines: a probabilistic perspective
• A constructive approach to Kergin interpolation in \(R^ k\): Multivariate B-splines and Lagrange interpolation
• A randomly weighted estimate of the population mean
• On generalized Cauchy-Stieltjes transforms of some Beta distributions
• Calculating the Distribution of a Linear Combination of Uniform Order Statistics
• ON THE JOINT DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENTS
• Divided differences and the joint distribution of linear combinations of spacings
• Upper and Lower Probabilities Generated by a Random Closed Interval
• The Distribution of Linear Combinations of Order Statistics from the Uniform Distribution