On the linear combination of normal and Laplace random variables
type: Item
instance of: scholarly article
title: On the linear combination of normal and Laplace random variables
zbMATH Open document ID: 1117.62012
published in: Computational Statistics
publication date: 2007-05-29T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 60-04
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 5158589
zbMATH Keywords: convolution
zbMATH Keywords: quantile
zbMATH Keywords: MAPLE
zbMATH Keywords: CDF
author: Saralees Nadarajah
describes a project that uses: AS 155
describes a project that uses: AS 204
describes a project that uses: Maple
MaRDI profile type: Publication
full work available at URL: s00180-006-0251-1
OpenAlex ID: W2049286329
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DOI: 10.1007/S00180-006-0251-1
description: scientific article; zbMATH DE number 5158589