Randomly weighted averages with beta random proportions

DOI10.1016/J.SPL.2012.04.017zbMath1282.60015OpenAlexW2080110608MaRDI QIDQ449008

J. Herrera, D. Rodríguez-Gómez

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

Stieltjes transformbeta distributionrandomly weighted averagesSchwartz theory

Mathematics Subject Classification ID

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

Related Items (4)

The stochastic linear combination of Dirichlet distributions ⋮ Solving some stochastic differential equation using Dirichlet distributions ⋮ A novel extension of randomly weighted averages ⋮ Characterizations of arcsin and related distributions based on a new generalized unimodality

Cites Work

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