On the linear combination of normal and Laplace random variables

被引：0

作者：

Saralees Nadarajah

机构：

[1] University of Nebraska,Department of Statistics

来源：

Computational Statistics | 2006年 / 21卷

关键词：

Laplace distribution; linear combination of random variables; normal distribution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The exact distribution of the linear combination αX+βY is derived when X and Y are normal and Laplace random variables distributed independently of each other. A program in MAPLE is provided to compute the associated percentage points.

引用

页码：63 / 71

页数：8

共 50 条

[1] On the linear combination of normal and Laplace random variables
Nadarajah, S
COMPUTATIONAL STATISTICS, 2006, 21 (01) : 63 - 71
[2] On the linear combination, product and ratio of normal and Laplace random variables
Nadarajah, Saralees
Kotz, Samuel
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2011, 348 (04): : 810 - 822
[3] On the linear combination of Laplace random variables
Nadarajah, S
Kotz, S
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2005, 19 (04) : 463 - 470
[4] Linear Combination of Laplace and Gumbel Random Variables
Nadarajah, Saralees
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 2009, 11 (03) : 414 - 422
[5] On the linear combination of laplace and logistic random variables
Nadarajah, Saralees
Kotz, Samuel
JOURNAL OF APPLIED STATISTICS, 2007, 34 (02) : 185 - 194
[6] The linear combination, product and ratio of Laplace random variables
Nadarajah, Saralees
STATISTICS, 2007, 41 (06) : 535 - 545
[7] Correction to "On the linear combination of normal and Laplace random variables" (vol 21, pg 63, 2006)
Diaz-Frances, Eloisa
Montoya, Jose A.
COMPUTATIONAL STATISTICS, 2008, 23 (04) : 661 - 666
[8] Normal and logistic random variables: distribution of the linear combination
Arjun K. Gupta
Saralees Nadarajah
Statistical Papers, 2008, 49 : 201 - 209
[9] Normal and logistic random variables: distribution of the linear combination
Gupta, Arjun K.
Nadarajah, Saralees
STATISTICAL PAPERS, 2008, 49 (02) : 201 - 209
[10] Linear combination, product and ratio of normal and logistic random variables
Nadarajah, S
KYBERNETIKA, 2005, 41 (06) : 787 - 798

← 1 2 3 4 5 →