On the sum of t and Gaussian random variables
نویسنده
چکیده
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. Some key words: sum of Gaussian and Student’s t, characteristic function, wavelet shrinkage, error function.
منابع مشابه
Communication Technology Laboratory Fundamentals of Wireless Communications Homework 2 Solutions Problem 1 Linear Filters and Gaussian Noise
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