SearcharxivSearch

arXiv subjects

Hazhir Homei

Publications and source records attributed to Hazhir Homei.

5 recordsLinked to original sources

Randomly Weighted Averages: A Multivariate Case

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.

math.ST

Another Generalization of Unimodality

A general characterization for α-unimodal distributions was provided by Alamatsaz (1985) who later introduced a multivariate extension of them (Alamatsaz 1993). Here, by solving the related equations, another generalization for unimodality is presented. As a result of this generalization, a simpler proof of a conjecture, as well as a characterization for generalized arcsin distributions and some generalizations of the author's earlier works, have been obtained. Last, but not the least, it is shown that some elementary methods can be more powerful than some more advanced techniques.

math.ST

Uniform Random Sample and Symmetric Beta Distribution

N.L. Johnson and S. Kotz introduced in 1990 an interesting family of symmetric distributions which is based on randomly weighted average from uniform random samples. The only example that could be addressed to their work is the so-called "uniformly randomly modified tin" distribution from which two random samples have been computed. In this paper, we generalize a subfamily of their symmetric distributions and identify a concrete instance of this generalized subfamily. That instance turns out to belong to the family of Johnson and Kotz, which had not seemingly received proper attention in the literature.

math.ST

A Novel Extension of Randomly Weighted Average

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.

math.ST

Directly Specifying the Power Semicircle Distribution

A new proof for a newly proved conjecture of Soltani and Roozegar (2012) is provided; our proof does not make any use of the Stieltjes transform unlike the proof of Roozegar and Soltani (2013), and the distribution of power semicircle has been directly specified, contrary to the authors' claim in (Roozegar and Soltani 2013).

stat.ME