TY - JOUR
AU - Soltani , A.R.
AU - Roozegar , Rasool
PY - 2020/10/20
Y2 - 2023/01/31
TI - Averages for Multivariate Random Vectors with Random Weights: Distributional Characterization and Application
JF - REVSTAT-Statistical Journal
JA - REVSTAT
VL - 18
IS - 4
SE - Article
DO - 10.57805/revstat.v18i4.311
UR - https://revstat.ine.pt/index.php/REVSTAT/article/view/311
SP - 453–460
AB - <p>We consider a random weights average of n independent continuous random vectors X1, ..., Xn, where random weights are cuts of [0, 1] by an increasing sequence of the order statistics of a random sample from a uniform [0, 1]. We employ the multivariate Stieltjes transform and Watson [15] celebrated formula involving the multivariate B-spline functions for distributional identification of multivariate random weights averages. We show that certain classes of Dirichlet and random scale stable random vectors are random weightes averages.</p>
ER -