Article ID Journal Published Year Pages File Type
4975819 Journal of the Franklin Institute 2011 13 Pages PDF
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 αX+βY, |XY| and |X/Y| are derived when X and Y are independent normal and Laplace random variables.
Related Topics
Physical Sciences and Engineering Computer Science Signal Processing
Preview
On the linear combination, product and ratio of normal and Laplace random variables
Authors
, ,