Randomly Weighted Averages: A Multivariate Case
Statistics Theory
2016-03-03 v1 Statistics Theory
Abstract
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these combinations which has been studied before by some authors. Our main result is a generalization of some existing results with a simpler proof.
Cite
@article{arxiv.1603.00596,
title = {Randomly Weighted Averages: A Multivariate Case},
author = {Hazhir Homei},
journal= {arXiv preprint arXiv:1603.00596},
year = {2016}
}
Comments
14 pages