Search Results - subject:"Randomly weighted average"

On the asymptotic behavior of randomly weighted averages

Roozegar, Rasool; Soltani, A.R. - In: Statistics & Probability Letters 96 (2015) C, pp. 269-272

In this paper we assume that X1,X2,… is a sequence of independent continuous centered random variables with finite variances σ12,σ22,…. Then we present a central limit theorem for the randomly weighted averages Sn=R1X1+⋯+RnXn, where the random weights R1,…,Rn are the cuts of (0,1) by...

Persistent link: https://www.econbiz.de/10011115972

On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach

Soltani, Ahmad Reza; Roozegar, Rasool - In: Statistics & Probability Letters 82 (2012) 5, pp. 1012-1020

the distribution of a randomly weighted average of independent random variables X1,…,Xm to the generalized Stieltjes … weighted average distributions by their generalized Stieltjes transforms; in particular including the uniform, Wigner and … Homei (2009) treated the case m=n using the Schwartz distribution theory. We identified fairly large classes of randomly …

Persistent link: https://www.econbiz.de/10011040100