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- W2039670580 abstract "Abstract In this article we employ certain techniques in divided differences to relate the generalized Stieltjes transform of the distribution of a randomly weighted average of independent random variables X 1 , … , X m to the generalized Stieltjes transforms of the distribution functions F 1 , … , F m ; X i ∼ F i , i = 1 , … , m . The random weights are assumed to be cuts of [ 0 , 1 ] by m − 1 ordered statistics of independent and identically uniformly distributed random variables U 1 , … , U n on [ 0 , 1 ] ; m ≤ n . Soltani and Homei (2009) treated the case m = n using the Schwartz distribution theory. We identified fairly large classes of randomly weighted average distributions by their generalized Stieltjes transforms; in particular including the uniform, Wigner and certain power semicircle distributions." @default.
- W2039670580 created "2016-06-24" @default.
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- W2039670580 date "2012-05-01" @default.
- W2039670580 modified "2023-09-25" @default.
- W2039670580 title "On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach" @default.
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- W2039670580 doi "https://doi.org/10.1016/j.spl.2012.02.007" @default.
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