Kybernetika 41 no. 6, 787-798, 2005

Linear combination, product and ratio of normal and logistic random variables

Saralees Nadarajah

Abstract:

The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this note, the exact distributions of $\alpha X + \beta Y$, $\vert X Y \vert $ and $\vert X/Y \vert $ are derived when $X$ and $Y$ are independent normal and logistic random variables. The normal and logistic distributions have been two of the most popular models for measurement errors in engineering.