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Correction to “On the linear combination of normal and Laplace random variables”, by Nadarajah, S., Computational Statistics, 2006, 21, 63–71

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Abstract

In the above mentioned paper, some errors were found in the expressions given for the distribution of a linear combination of Normal and Laplace random variables, Z, given in formulae (3, Theorem 1), (6), and (7) that can lead to obtaining negative values for the mentioned distribution. The corrected versions for these expressions are presented here. In addition, the density function of Z is also provided.

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References

  • Laha RG, Rohatgi VK (1979) Probability theory. Wiley, London

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  • Nadarajah S (2006) On the linear combination of normal and Laplace random variables. Comput Stat 21: 63–71

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  • Prudnikov AP, Brychkov YA, Marichev OI (1986) Integrals and series, vols 1, 2, and 3. Gordon and Breach Science Publishers, New York

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  1. Centro de Investigación en Matemáticas, A.P. 402, 36000, Guanajuato, México

    Eloísa Díaz-Francés & José A. Montoya

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  1. Eloísa Díaz-Francés
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  2. José A. Montoya
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Correspondence to Eloísa Díaz-Francés.

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Díaz-Francés, E., Montoya, J.A. Correction to “On the linear combination of normal and Laplace random variables”, by Nadarajah, S., Computational Statistics, 2006, 21, 63–71. Comput Stat 23, 661–666 (2008). https://doi.org/10.1007/s00180-008-0137-5

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  • DOI: https://doi.org/10.1007/s00180-008-0137-5

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