Linear combination, product and ratio of normal and logistic random variables
Kybernetika, Tome 41 (2005) no. 6, p. [787]
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this note, the exact distributions of $\alpha X + \beta Y$, $\vert X Y \vert $ and $\vert X/Y \vert $ are derived when $X$ and $Y$ are independent normal and logistic random variables. The normal and logistic distributions have been two of the most popular models for measurement errors in engineering.
Classification :
60E05, 62E10, 62E15, 62P30
Keywords: linear combination of random variables; logistic distribution; normal distribution; products of random variables; ratios of random variables
Keywords: linear combination of random variables; logistic distribution; normal distribution; products of random variables; ratios of random variables
@article{KYB_2005__41_6_a7,
author = {Nadarajah, Saralees},
title = {Linear combination, product and ratio of normal and logistic random variables},
journal = {Kybernetika},
pages = {[787]},
publisher = {mathdoc},
volume = {41},
number = {6},
year = {2005},
mrnumber = {2193866},
zbl = {1243.62020},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2005__41_6_a7/}
}
Nadarajah, Saralees. Linear combination, product and ratio of normal and logistic random variables. Kybernetika, Tome 41 (2005) no. 6, p. [787]. http://geodesic.mathdoc.fr/item/KYB_2005__41_6_a7/