On The Linear Combination Of Laplace Random Variables

  • Authors:
  • Saralees Nadarajah;Samuel Kotz

  • Affiliations:
  • Department of Statistics, University of Nebraska, Lincoln, NE 68583, E-mail: snadaraj@unlserve.unl.edu;Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, E-mail: kotz@gwu.edu

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2005

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Abstract

The distribution of the linear combination &agr;X + &bgr;Y 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.