On the linear combination of Laplace random variables

DOI10.1017/S0269964805050291MaRDI QIDQ2808355zbMATH OpenFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 23 May 2016

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 3650438 (Why is no real title available?)
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
• Bayesian analysis of the difference of two proportions
• Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations
• Distribution of linear combination of exponential variates
• Sums of Uniformly Distributed Variables: A Combinatorial Approach
• The law of large numbers for fuzzy variables under a general triangular norm extension principle

Cited in

(17)

• Correction to: On the linear combination of normal and Laplace random variables
• Approximating the probability density function of a transformation of random variables
• On the linear combination of exponential and gamma random variables
• Inequalities for linear combinations of random variables with Laplace distribution
• Linear combination of Laplace and Gumbel random variables
• Models based on normal and Laplace random variables
• On the linear combination of normal and Laplace random variables
• Unique sharp local minimum in \(\ell_1\)-minimization complete dictionary learning
• Robust classification of functional and quantitative image data using functional mixed models
• Merging of linear combinations to semistable laws
• Moments of a random variable arising from Laplacian random variable
• On the linear combination, product and ratio of normal and Laplace random variables
• On the computation of distributions of linear combinations of Laplace order statistics and their applications
• On the Linear Combination of Laplace and Logistic Random Variables
• scientific article; zbMATH DE number 4172128 (Why is no real title available?)
• Linear combination of Gumbel random variables
• The linear combination, product and ratio of Laplace random variables

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