Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters: Accepted - April 2023

Hazhir Homei; Saralees Nadarajah; Ameneh Taherkhani

Forthcoming

Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters

Accepted - April 2023

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

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

FP_REVSTAT2023_abr1

Published

2023-04-26

How to Cite

Homei , H., Nadarajah, S., & Taherkhani, A. (2023). Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters: Accepted - April 2023. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/537