On the linear combination of normal and Laplace random variables

DOI10.1007/s00180-006-0251-1zbMath1117.62012OpenAlexW2049286329MaRDI QIDQ880891

Saralees Nadarajah

Publication date: 29 May 2007

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-006-0251-1

zbMATH Keywords

convolutionMAPLEquantileCDF

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Software, source code, etc. for problems pertaining to probability theory (60-04)

Related Items (1)

Lasso ANOVA decompositions for matrix and tensor data

Uses Software

• Maple
• AS 155
• AS 204

Cites Work

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• The distribution of the sum of independent gamma random variables
• A convergence theorem for random linear combinations of independent normal random variables
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Bayesian analysis of the difference of two proportions
• On sums of independent gamma eandom yariames
• Distribution of linear combination of exponential variates
• Sums of Uniformly Distributed Variables: A Combinatorial Approach
• Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations
• Some two Sample Tests
• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables

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