IDEAS home Printed from
MyIDEAS: Login to save this article or follow this journal

Randomly weighted averages with beta random proportions

  • Homei, H.
Registered author(s):

    A weighted average of two independent continuous random variables X1 and X2 with random proportions obtained by Beta distribution is introduced. A formula between the Stieltjes transforms of the distribution functions of the weighted averages and X1, X2 is established. We show that, among some other distributions, the Cauchy distribution and the power semicircle distribution can be characterized in a particular way by means of this construction.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 8 ()
    Pages: 1515-1520

    in new window

    Handle: RePEc:eee:stapro:v:82:y:2012:i:8:p:1515-1520
    Contact details of provider: Web page:

    Order Information: Postal:

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. Soltani, A.R. & Homei, H., 2009. "Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1215-1218, May.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:8:p:1515-1520. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.