On the convolution of normal and t random variables

DOI10.1080/02331888.2012.694447MaRDI QIDQ2863110zbMATH OpenOpenAlexFDO

Authors Tibor K. Pogány, Saralees Nadarajah

Publication date 21 November 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2012.694447

zbMATH Keywords

convolutionnormal distributionStudent's \(t\) distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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Cites work

• A coherent approach to non-integer order derivatives
• Algorithms for the fractional calculus: a selection of numerical methods
• Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
• Empirical Bayes selection of wavelet thresholds
• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• On the density of the sum of two independent Student t-random vectors
• On the sum of t and Gaussian random variables
• Robust projection indices
• Stable numerical evaluation of Grünwald–Letnikov fractional derivatives applied to a fractional IHCP

Cited in

(10)

• Probability distribution of the stochastic convolution functional of a normal Markov process
• Convolution theorem and asymptotic efficiency in two side truncated distribution family -- the normal case
• Development of statistical convolutions of truncated normal and truncated skew normal distributions with applications
• On the sum of t and Gaussian random variables
• Exact convolution oftdistributions, with applications to Bayesian inference for a normal mean withtprior distributions^∗
• scientific article; zbMATH DE number 3975978 (Why is no real title available?)
• Derivation of an integral of Boros and Moll via convolution of Student t-densities
• scientific article; zbMATH DE number 4113635 (Why is no real title available?)
• Tractable Bayesian Inference For An Unidentified Simple Linear Regression Model
• On the density of the sum of two independent Student t-random vectors

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