Distribution of Geometrically Weighted Sum of Bernoulli Random Variables
Deepesh Bhati, Phazamile Kgosi, Ranganath Narayanacharya Rattihalli
DOI: 10.4236/am.2011.211195   PDF    HTML     5,438 Downloads   10,917 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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Bhati, D. , Kgosi, P. and Rattihalli, R. (2011) Distribution of Geometrically Weighted Sum of Bernoulli Random Variables. Applied Mathematics, 2, 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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