A novel extension of randomly weighted averages
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DOI: 10.1007/s00362-014-0615-5
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- 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.
- Homei, H., 2012. "Randomly weighted averages with beta random proportions," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1515-1520.
- 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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Keywords
Generalized two-sided power distribution; Randomly weighted average; Schwartz distribution theory; Semicircle distribution; Stieltjes transform;All these keywords.
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