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arXiv · 1308.5343

A Novel Extension of Randomly Weighted Average

Hazhir Homei
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Abstract

We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. A new extension has been introduced for this problem and fairly large classes of randomly weighted average distributions are identified by their generalized Stieltjes transforms. In this article we employ the Schwartz distribution theory for finding distributions of this extension; we also study some of their properties.

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Hazhir Homei. 2013-08-24. A Novel Extension of Randomly Weighted Average. https://arxiv.org/abs/1308.5343

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