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ON THE LINEAR COMBINATION OF LAPLACE RANDOM VARIABLES

Published online by Cambridge University Press:  31 August 2005

Saralees Nadarajah  and
Samuel Kotz
Saralees Nadarajah
Affiliation:
Department of Statistics, University of Nebraska, Lincoln, NE 68583, E-mail: snadaraj@unlserve.unl.edu
Samuel Kotz
Affiliation:
Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, E-mail: kotz@gwu.edu
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Abstract

The distribution of the linear combination αX + βY is derived when X and Y are independent Laplace random variables. Extensive tabulations of the associated percentage points are also given. The work is motivated by examples in automation, control, fuzzy sets, neurocomputing, and other areas of informational sciences.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 19 , Issue 4 , October 2005 , pp. 463 - 470
Copyright
© 2005 Cambridge University Press

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