On the sum of \(t\) and Gaussian random variables

DOI10.1016/j.spl.2006.01.006zbMath1092.60006OpenAlexW1966185577MaRDI QIDQ2494885

Guy P. Nason

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.006

zbMATH Keywords

error functioncharacteristic functionwavelet shrinkagesum of Gaussian and Student's \(t\)

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (6)

Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions ⋮ On predictive density estimation for location families under integrated squared error loss ⋮ On the density of the sum of two independent Student \(t\)-random vectors ⋮ On the distribution of mixed sum of independent random variables one of them associated with Srivastava's polynomials and \(\overline{H}\)-function ⋮ A Monte Carlo simulation study of two-sided tolerance intervals in balanced one-way random effects model for non-normal errors ⋮ On the convolution of normal andtrandom variables

Uses Software

• EBayesThresh

Cites Work

• On the linear combination of exponential and gamma random variables
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Empirical Bayes selection of wavelet thresholds
• On polynomial-based projection indices for exploratory projection pursuit
• Robust Projection Indices
• Exploratory Projection Pursuit
• The Moment-Generating Function and Negative Integer Moments
• Multivariate T-Distributions and Their Applications
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