Correction to "On The Linear Combination of Normal and Laplace Random Variables

In the above mentioned paper, some errors were found in the expressions given for the distri- bution of a linear combination of Normal and Laplace random variables, Z; given in formulae (3, Theorem 1), (6), and (7) that can lead to obtaining negative values for the mentioned distribution. The correc...

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Detalles Bibliográficos
Autor: ELOISA DIAZ FRANCES MURGUIA
Tipo de recurso: informe técnico
Estado:Versión publicada
Fecha de publicación:2008
País:México
Institución:Centro de Investigación en Matemáticas
Repositorio:Repositorio Institucional CIMAT
Idioma:inglés
OAI Identifier:oai:cimat.repositorioinstitucional.mx:1008/618
Acceso en línea:http://cimat.repositorioinstitucional.mx/jspui/handle/1008/618
Access Level:acceso abierto
Palabra clave:info:eu-repo/classification/MSC/Variables de Random
info:eu-repo/classification/cti/1
info:eu-repo/classification/cti/12
info:eu-repo/classification/cti/1208
info:eu-repo/classification/cti/110403
Descripción
Sumario:In the above mentioned paper, some errors were found in the expressions given for the distri- bution of a linear combination of Normal and Laplace random variables, Z; given in formulae (3, Theorem 1), (6), and (7) that can lead to obtaining negative values for the mentioned distribution. The corrected versions for these expressions are presented here. In addition, the density function of Z is also provided.