A novel extension of randomly weighted averages

DOI10.1007/s00362-014-0615-5zbMath1416.62110arXiv1308.5343OpenAlexW2048088427MaRDI QIDQ894852

Hazhir 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)

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The stochastic linear combination of Dirichlet distributions, Solving some stochastic differential equation using Dirichlet distributions, Characterizations of arcsin and related distributions based on a new generalized unimodality

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