Exact Results for the Distribution of Randomly Weighted Sums

Dependent random variables play a crucial role in various fields, from finance and statistics to engineering and environmental sciences. Often, interest lies in understanding the aggregate sum of a collection of dependent variables with random weights. In this paper, we provide a comprehensive study...

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Bibliographic Details
Main Authors: Thomas Hitchen, Saralees Nadarajah
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/1/149