Randomly Weighted Averages on Multivariate Dirichlet Distributions with Generalized Parameters
We study the distributional properties of the product of random stochastic matrices by using the Dirichlet distribution. Our observations widely generalize some known results on the randomly weighted averages about multivariate Dirichlet distributions. We present a new method for approximating t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2025-05-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/537 |
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