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
كليدواژه :
Beta distribution , Cachy Stieltjes transform , Gauss , hypergeometric function , Random weighted.
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
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.
