A novel extension of randomly weighted averages

Hazhir Homei ()

Statistical Papers, 2015, vol. 56, issue 4, 933-946

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

Keywords: Generalized two-sided power distribution; Randomly weighted average; Schwartz distribution theory; Semicircle distribution; Stieltjes transform (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00362-014-0615-5

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