On the linear combination of normal and Laplace random variables
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.
scientific article; zbMATH DE number 5158589