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- Title
A novel extension of randomly weighted averages.
- Authors
Homei, Hazhir
- 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.
- Subjects
RANDOM variables; STIELTJES transform; SCHWARTZ distributions; DISTRIBUTION (Probability theory); STATISTICAL research
- Publication
Statistical Papers, 2015, Vol 56, Issue 4, p933
- ISSN
0932-5026
- Publication type
Article
- DOI
10.1007/s00362-014-0615-5