Pregled bibliografske jedinice broj: 579603
On the convolution of normal and t random variables
On the convolution of normal and t random variables // Statistics (Berlin), 47 (2013), 6; 1363-1369 doi:10.1080/02331888.2012.694447 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 579603 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On the convolution of normal and t random variables
Autori
Poganj, Tibor ; Nadarajah, Saralees
Izvornik
Statistics (Berlin) (0233-1888) 47
(2013), 6;
1363-1369
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
convolution; normal distribution; Student's t distribution
Sažetak
The need for the convolution of normal and Student's t random variables arises in many areas. Since the 1930s, various authors have attempted to derive closed form expressions for the probability density function (PDF) of the convolution, but with little success. Here, for the first time, general closed form expressions are derived for the PDF.
Izvorni jezik
Engleski
Znanstvena područja
Matematika, Tehnologija prometa i transport
POVEZANOST RADA
Projekti:
112-1121722-3314 - Informacijsko-komunikacijske tehnologije u inteligentnim pomorskim sustavima (Tomas, Vinko, MZOS ) ( CroRIS)
Ustanove:
Pomorski fakultet, Rijeka
Profili:
Tibor Poganj
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
- Referativnij Zhurnal Matematika
