On the sum of t and Gaussian random variables

GP Nason

Research output: Contribution to journalArticle (Academic Journal)peer-review

12 Citations (Scopus)

Abstract

This article derives the probability density function (pdf) of the sum of a normal random variable and a (sphered) Student's t- distribution on odd degrees of freedom greater than or equal to three. Apart from its intrinsic interest applications of this result include Bayesian wavelet shrinkage, Bayesian posterior density derivations, calculations in the theoretical analysis of projection indices and computation of certain moments.
Translated title of the contributionOn the sum of t and Gaussian random variables
Original languageEnglish
Pages (from-to)1280 - 1286
Number of pages6
JournalStatistics and Probability Letters
Volume76
Publication statusPublished - 2006

Bibliographical note

Publisher: Elsevier

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