Linear combination, product and ratio of normal and logistic random variables
Kybernetika (2005)
- Volume: 41, Issue: 6, page [787]-798
- ISSN: 0023-5954
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Abstract
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topNadarajah, Saralees. "Linear combination, product and ratio of normal and logistic random variables." Kybernetika 41.6 (2005): [787]-798. <http://eudml.org/doc/33788>.
@article{Nadarajah2005,
abstract = {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.},
author = {Nadarajah, Saralees},
journal = {Kybernetika},
keywords = {linear combination of random variables; logistic distribution; normal distribution; products of random variables; ratios of random variables; logistic distribution; product; ratio},
language = {eng},
number = {6},
pages = {[787]-798},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Linear combination, product and ratio of normal and logistic random variables},
url = {http://eudml.org/doc/33788},
volume = {41},
year = {2005},
}
TY - JOUR
AU - Nadarajah, Saralees
TI - Linear combination, product and ratio of normal and logistic random variables
JO - Kybernetika
PY - 2005
PB - Institute of Information Theory and Automation AS CR
VL - 41
IS - 6
SP - [787]
EP - 798
AB - 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.
LA - eng
KW - linear combination of random variables; logistic distribution; normal distribution; products of random variables; ratios of random variables; logistic distribution; product; ratio
UR - http://eudml.org/doc/33788
ER -
References
top- Prudnikov A. P., Brychkov Y. A., Marichev O. I., Integrals and Series (Volumes 1, 2 and 3), Gordon and Breach Science Publishers, Amsterdam 1986
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