On distribution of randomly ordered uniform incremental weighted averages: divided difference approach

DOI10.1016/j.spl.2012.02.007zbMath1241.62015OpenAlexW2039670580MaRDI QIDQ433599

Rasool Roozegar, Ahmad Reza Soltani

Publication date: 5 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.007

zbMATH Keywords

Stieltjes transformgeneralized Stieltjes transformrandomly weighted average

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Characterization and structure theory of statistical distributions (62E10) Numerical methods for integral transforms (65R10)

Related Items (10)

Generalized Stieltjes transforms of compactly-supported probability distributions: further examples ⋮ A novel extension of randomly weighted averages ⋮ Characterizations of arcsin and related distributions based on a new generalized unimodality ⋮ On the asymptotic distribution of randomly weighted averages of random vectors ⋮ From B-spline representations to gamma representations in hybrid censoring ⋮ Classes of power semicircle laws that are randomly weighted average distributions ⋮ Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables ⋮ Recursive integral equations for random weights averages: exponential functions and Cauchy distribution ⋮ On the asymptotic behavior of randomly weighted averages ⋮ Type-I hybrid censoring of uniformly distributed lifetimes

Cites Work

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• ON THE JOINT DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENTS
• Divided differences and the joint distribution of linear combinations of spacings
• Upper and Lower Probabilities Generated by a Random Closed Interval
• The Distribution of Linear Combinations of Order Statistics from the Uniform Distribution

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