Randomly Weighted Averages: A Multivariate Case
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.
- Publication:
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arXiv e-prints
- Pub Date:
- March 2016
- DOI:
- arXiv:
- arXiv:1603.00596
- Bibcode:
- 2016arXiv160300596H
- Keywords:
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- Mathematics - Statistics Theory
- E-Print:
- 14 pages