On the linear combination of normal and Laplace random variables (Q880891)
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scientific article; zbMATH DE number 5158589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the linear combination of normal and Laplace random variables |
scientific article; zbMATH DE number 5158589 |
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On the linear combination of normal and Laplace random variables (English)
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29 May 2007
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Let \(Z=\alpha X+\beta Y\), where \(X\) is a Gaussian random variable, \(Y\) is a Laplace random variable, \(X\) and \(Y\) are independent, and \(\alpha\) and \(\beta\) are real numbers. The CDF of \(Z\) is evaluated. A MAPLE program is presented for the computation of quantiles.
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convolution
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quantile
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MAPLE
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CDF
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