Randomly weighted average with Dirichlet component proportions

DOI10.1080/03610918.2015.1014104MaRDI QIDQ5267877zbMATHOpenAlexFDO

Authors Rasool Roozegar

Publication date 13 June 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1014104

zbMATH Keywords

Cauchy-Stieltjes transformrandomly weighted averagemultivariate B-splineDirichlet and beta distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Numerical methods for integral transforms (65R10) Integral transforms in distribution spaces (46F12)

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(7)

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• Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables
• Averages for multivariate random vectors with random weights: distributional characterization and application
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• Randomly weighted averages with beta random proportions
• The odd log-logistic generalized Gompertz distribution: properties, applications and different methods of estimation
• Classes of power semicircle laws that are randomly weighted average distributions

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