Distribution of Geometrically Weighted Sum of Bernoulli Random Variables
Deepesh Bhati, Phazamile Kgosi, Ranganath Narayanacharya Rattihalli
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DOI: 10.4236/am.2011.211195   PDF   HTML     5,050 Downloads   10,122 Views   Citations

Abstract

A new class of distributions over (0,1) is obtained by considering geometrically weighted sum of independent identically distributed (i.i.d.) Bernoulli random variables. An expression for the distribution function (d.f.) is derived and some properties are established. This class of distributions includes U(0,1) distribution.

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D. Bhati, P. Kgosi and R. Rattihalli, "Distribution of Geometrically Weighted Sum of Bernoulli Random Variables," Applied Mathematics, Vol. 2 No. 11, 2011, pp. 1382-1386. doi: 10.4236/am.2011.211195.

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1] S. Kunte and R. N. Rattihalli, “Uniform Random Variable. Do They Exist in Subjective Sense?” Calcutta Statistical Association Bulletin, Vol. 42, 1992, pp. 124-128.
[2] K. L. Chung, “A Course in Probability Theory,” 3rd Edi-tion, Academic Press, Cambridge, 2001.

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