Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters
Accepted - April 2023
Keywords:cauchy composition test, random stochastic matrices, real lifetime
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.
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