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A novel extension of randomly weighted averages

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  • Hazhir Homei

Abstract

We study a well-known problem concerning a random variable uniformly distributed between two independent random variables. A new extension has been introduced for this problem and fairly large classes of randomly weighted average distributions are identified by their generalized Stieltjes transforms. In this article we employ the Schwartz distribution theory for finding the distributions of the random variable in question; we also study some properties of these distributions. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Hazhir Homei, 2015. "A novel extension of randomly weighted averages," Statistical Papers, Springer, vol. 56(4), pages 933-946, November.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:4:p:933-946
    DOI: 10.1007/s00362-014-0615-5
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    References listed on IDEAS

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    1. Morganna Carmem Diniz & Edmundo de Souza e Silva & H. Richard Gail, 2002. "Calculating the Distribution of a Linear Combination of Uniform Order Statistics," INFORMS Journal on Computing, INFORMS, vol. 14(2), pages 124-131, May.
    2. Homei, H., 2012. "Randomly weighted averages with beta random proportions," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1515-1520.
    3. Soltani, Ahmad Reza & Roozegar, Rasool, 2012. "On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 1012-1020.
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