Distribution of Geometrically Weighted Sum of Bernoulli Random Variables
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.
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.
Keywords
Binary Representation, Probability Mass Function, Distribution Function, Characteristic Function
Binary Representation, Probability Mass Function, Distribution Function, Characteristic Function
Cite this paper
nullD. 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.
nullD. 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.