We have a distribution with D sample given by:
$F(k)=\sum_{j=1}^N w_j(k)\times p_j(k)$
so k=1...D generating samples F(1)...F(D)
and
$\sum_{j=1}^N w_j(k) = 1$
also, $\ w$ has the form
$w \equiv A^B$
so
$F(k)=\sum_{j=1}^N \ [A_j(k)]^B\times p_j(k)$
Question: What is the average and standard deviation of distribution F given as a function of B.
Approximations are welcome and if the ratio $\ Average(F) \over Standard Deviation(F)$ offers a simplifications would be great.