Normal and logistic random variables: distribution of the linear combination
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- Gupta, A.K. & Nadarajah, S. Statistical Papers (2008) 49: 201. doi:10.1007/s00362-006-0006-7
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The exact distribution of the linear combination α X + β Y is derived when X and Y are normal and logistic random variables distributed independently of each other. Tabulations of the associated percentage points are given along with a computer program to generate them. This work is motivated by problems in reliability engineering.