A novel extension of randomly weighted averages

DOI10.1007/S00362-014-0615-5MaRDI QIDQ894852zbMATH OpenOpenAlexFDO

Authors H. Homei

Publication date 24 November 2015

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.5343

zbMATH Keywords

Stieltjes transformrandomly weighted averagegeneralized two-sided power distributionSchwartz distribution theorysemicircle distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Abstract: We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. A new extension has been introduced for this problem and fairly large classes of randomly weighted average distributions are identified by their generalized Stieltjes transforms. In this article we employ the Schwartz distribution theory for finding distributions of this extension; we also study some of their properties.

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Cited in

(9)

• Characterizations of arcsin and related distributions based on a new generalized unimodality
• On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
• The stochastic linear combination of Dirichlet distributions
• Novel weighted averages versus normalized sums in computing with words
• Randomly weighted averages with beta random proportions
• Randomly weighted average with Dirichlet component proportions
• Generalization and Robustness of Batched Weighted Average Algorithm with V-Geometrically Ergodic Markov Data
• Solving some stochastic differential equation using Dirichlet distributions
• scientific article; zbMATH DE number 5990480 (Why is no real title available?)

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