| Title:
|
Linear combination, product and ratio of normal and logistic random variables (English) |
| Author:
|
Nadarajah, Saralees |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
41 |
| Issue:
|
6 |
| Year:
|
2005 |
| Pages:
|
[787]-798 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
linear combination of random variables |
| Keyword:
|
logistic distribution |
| Keyword:
|
normal distribution |
| Keyword:
|
products of random variables |
| Keyword:
|
ratios of random variables |
| MSC:
|
60E05 |
| MSC:
|
62E10 |
| MSC:
|
62E15 |
| MSC:
|
62P30 |
| idZBL:
|
Zbl 1243.62020 |
| idMR:
|
MR2193866 |
| . |
| Date available:
|
2009-09-24T20:13:17Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135693 |
| . |
| Reference:
|
[2] Prudnikov A. P., Brychkov Y. A., Marichev O. I.: Integrals and Series (Volumes 1, 2 and 3).Gordon and Breach Science Publishers, Amsterdam 1986 |
| . |
