On the linear combination of laplace and logistic random variables

被引：0
|
作者：
Nadarajah, Saralees [1 ]
Kotz, Samuel
机构：
[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC USA
来源：
JOURNAL OF APPLIED STATISTICS | 2007年 / 34卷 / 02期
关键词：
D O I：
10.1080/02664760600995072
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The distribution of linear combinations of random variables arises explicitly in many areas of engineering. This has increased the need to have available the widest possible range of statistical results on linear combinations of random variables. In this note, the exact distribution of the linear combination alpha X + beta Y is derived when X and Y are Laplace and logistic random variables distributed independently of each other. Extensive tabulations of the associated percentage points obtained by inverting the derived distribution are also given.
引用
收藏
页码：185 / 194
页数：10
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