Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters

Hazhir Homei; Saralees Nadarajah; Ameneh Taherkhani

doi:10.57805/revstat.v23i2.537

Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters

Authors

Hazhir Homei University of Tabriz https://orcid.org/0000-0001-6614-5032
Saralees Nadarajah Howard University https://orcid.org/0000-0002-0481-0372
Ameneh Taherkhani University of Tabriz

DOI:

https://doi.org/10.57805/revstat.v23i2.537

Keywords:

cauchy composition test, random stochastic matrices, real lifetime

Abstract

We study the distributional properties of the product of random stochastic matrices by using the Dirichlet distribution. Our observations widely generalize some known results on the randomly weighted averages about multivariate Dirichlet distributions. We present a new method for approximating the distribution that can be used for the multivariate random variables with a slight change.

Downloads

REVSTAT2025v23n2_4

Published

2025-05-20

Issue

Vol. 23 No. 2 (2025): REVSTAT-Statistical Journal

Section

Article

License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Homei , H., Nadarajah, S., & Taherkhani, A. (2025). Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters. REVSTAT-Statistical Journal, 23(2), 223-233. https://doi.org/10.57805/revstat.v23i2.537