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On the linear combination of normal and Laplace random variables

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Summary

The exact distribution of the linear combination αX+βY is derived when X and Y are normal and Laplace random variables distributed independently of each other. A program in MAPLE is provided to compute the associated percentage points.

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Acknowledgments

The author would like to thank the associate editor and the editor for carefully reading the paper and for their great help in improving the paper.

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  1. Department of Statistics, University of Nebraska, 68583, Lincoln, Nebraska

    Saralees Nadarajah

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  1. Saralees Nadarajah
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Nadarajah, S. On the linear combination of normal and Laplace random variables. Computational Statistics 21, 63–71 (2006). https://doi.org/10.1007/s00180-006-0251-1

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