Recursive integral equations for random weights averages: exponential functions and Cauchy distribution

DOI10.1016/J.SPL.2022.109606MaRDI QIDQ2081744zbMATH OpenOpenAlexWikidataFDO

Authors A. R. Soltani

Publication date 30 September 2022

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

Full work available at URL https://doi.org/10.1016/j.spl.2022.109606

zbMATH Keywords

exponential functionCauchy distributionrandom weight averagesrecursive integral equations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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• Averages for multivariate random vectors with random weights: distributional characterization and application
• Classes of power semicircle laws that are randomly weighted average distributions
• Generalized Stieltjes transforms of compactly-supported probability distributions: further examples
• ON THE JOINT DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENTS
• On characterization of multivariate stable distributions via random linear statistics
• On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex

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(1)

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

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