On the convolution of normal and t random variables |
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| Authors: | Tibor K Pogány |
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| Institution: | Faculty of Maritime Studies , University of Rijeka , 51000 , Rijeka , Croatia |
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| Abstract: | 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, general closed-form expressions are derived for the pdf. |
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| Keywords: | convolution normal distribution Student's t distribution |
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