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The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom

Forchini, G (2008) The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom Metron, 66 (2). pp. 205-208.

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Abstract

This note derives the distribution of the sum of a normal and Student's t random variable with arbitrary degrees of freedom using a very simple method. It generalizes and simplifies the results of Nason (2006) who has derived the probability density function of the sum of a normal and t-distribution with odd degrees of freedom normalized to have unit variance.

Item Type: Article
Authors :
AuthorsEmailORCID
Forchini, GUNSPECIFIEDUNSPECIFIED
Date : 2008
Depositing User : Symplectic Elements
Date Deposited : 28 Mar 2017 14:41
Last Modified : 28 Mar 2017 14:41
URI: http://epubs.surrey.ac.uk/id/eprint/430835

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