On the sum of t and Gaussian random variables

Guy P. Nason

Statistics & Probability Letters, 2006, vol. 76, issue 12, 1280-1286

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.

Keywords: Sum; of; Gaussian; and; Student's; t; Characteristic; function; Wavelet; shrinkage; Error; function (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(06)00024-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:12:p:1280-1286

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().