On the asymptotic behavior of randomly weighted averages

DOI10.1016/j.spl.2014.10.003zbMath1329.60044OpenAlexW2084085389MaRDI QIDQ2339561

Rasool Roozegar, Ahmad Reza Soltani

Publication date: 1 April 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.10.003

zbMATH Keywords

characteristic functionscentral limit theoremnormal distributionsrandomly weighted averagesarcsine distributionssemicircle distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Strong limit theorems (60F15)

Related Items (3)

On the asymptotic distribution of randomly weighted averages of random vectors ⋮ Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables ⋮ Synthetic data generation with probabilistic Bayesian networks

Cites Work

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• Weak convergence for random weighting estimation of smoothed quantile processes
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• Laws of the iterated logarithm for order statistics of uniform spacings
• On the limiting behavior of randomly weighted partial sums
• A randomly weighted estimate of the population mean
• Asymptotic properties and absolute continuity of laws stable by random weighted mean.
• A weighted central limit theorem
• Classes of power semicircle laws that are randomly weighted average distributions

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