شماره ركورد كنفرانس
4109
عنوان مقاله
Exact distribution of random weighted average of some beta distributions
پديدآورندگان
Roozegar R Department of Statistics, Yazd University, Yazd, Iran , Zamani M Department of Statistics, Yazd University, Yazd, Iran
تعداد صفحه
10
كليدواژه
Beta distribution , Cachy Stieltjes transform , Gauss , hypergeometric function , Random weighted.
سال انتشار
1396
عنوان كنفرانس
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
زبان مدرك
انگليسي
چكيده فارسي
In this article we employ a new integral transformation to relate the distribution of a random weighted average of independent beta random variables to the Cauchy Stieltjes transforms of some beta distribution. The random weights are assumed to be cuts of (0,1) by n-1 ordered statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. Soltani and Roozegar (2012) result treated with the new transform. We identified fairly large classes of randomly weighted average distributions by their Cauchy Stieltjes transforms.
كشور
ايران
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