Correction to: On the linear combination of normal and Laplace random variables (Q626269)
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scientific article; zbMATH DE number 5855618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction to: On the linear combination of normal and Laplace random variables |
scientific article; zbMATH DE number 5855618 |
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Correction to: On the linear combination of normal and Laplace random variables (English)
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22 February 2011
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It is shown that the formulas (3, Theorem 1), (6) and (7) of \textit{S. Nadarajah} [Comput. Stat. 21, No. 1, 63--71 (2006; Zbl 1117.62012)] are not valid. Improved formulas for the distribution functions of linear combinations of Gaussian and Laplace random variables are given.
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Gaussian distribution
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Laplace distribution
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complementary error function
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