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文章基本信息

  • 标题:Exact Distribution of Random Weighted Convolution of Some Beta Distributions Through an Integral Transform
  • 本地全文:下载
  • 作者:Rasool Roozegar ; Abouzar Bazyari
  • 期刊名称:Pakistan Journal of Statistics and Operation Research
  • 印刷版ISSN:2220-5810
  • 出版年度:2017
  • 卷号:13
  • 期号:4
  • 页码:799-808
  • DOI:10.18187/pjsor.v13i4.1868
  • 语种:English
  • 出版社:College of Statistical and Actuarial Sciences
  • 其他摘要:We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0; 1) by the order statistics of a random sample of size n−1 from the uniform distribution U(0; 1), for each n. A new integral transformation that is similar to generalized Stieltjes transform is given with various properties. Integral representation of the Gauss-hypergeometric function in some parts is employed to achieve the exact distribution. Also the result of Soltani and Roozegar [On distribution of randomly ordered uniform incremental weighted averages: Divided dierence approach. Statist Probab Lett. 2012;82(5):1012{1020] with the new transform is achieved. Finally, several new examples of this family of distributions are investigated.
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