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Normal and logistic random variables: distribution of the linear combination

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, 43403, USA

    Arjun K. Gupta

  2. School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, UK

    Saralees Nadarajah

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  1. Arjun K. Gupta
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  2. Saralees Nadarajah
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Correspondence to Saralees Nadarajah.

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Gupta, A.K., Nadarajah, S. Normal and logistic random variables: distribution of the linear combination. Statistical Papers 49, 201–209 (2008). https://doi.org/10.1007/s00362-006-0006-7

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  • DOI: https://doi.org/10.1007/s00362-006-0006-7

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