Randomly weighted averages with beta random proportions

DOI10.1016/j.spl.2012.04.017zbMath1282.60015MaRDI QIDQ449008

J. Herrera, D. Rodríguez-Gómez

Publication date: 11 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.04.017

zbMATH Keywords

Stieltjes transform; beta distribution; randomly weighted averages; Schwartz theory

Mathematics Subject Classification ID

60E10: Characteristic functions; other transforms

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions