Randomly weighted averages with beta random proportions

DOI10.1016/J.SPL.2012.04.017MaRDI QIDQ449008zbMATH OpenOpenAlexFDO

Authors H. Homei

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

beta distributionrandomly weighted averagesSchwartz theoryStieltjes transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

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• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex

Cited in

(10)

• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex
• Recursive integral equations for random weights averages: exponential functions and Cauchy distribution
• Characterizations of arcsin and related distributions based on a new generalized unimodality
• Solving some stochastic differential equation using Dirichlet distributions
• The stochastic linear combination of Dirichlet distributions
• Averages for multivariate random vectors with random weights: distributional characterization and application
• Classes of power semicircle laws that are randomly weighted average distributions
• Randomly weighted average with Dirichlet component proportions
• Randomly weighted averages on multivariate Dirichlet distributions with generalized parameters
• A novel extension of randomly weighted averages

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