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On the linear combination and ratio of Laplace random variables. (English) Zbl 1081.33028

Summary: The distributions of the linear combination \(\alpha X+\beta Y\) and the ratio \(|X/Y|\) are derived, where \(X\) and \(Y\) are independent Laplace random variables.

MSC:

33C90 Applications of hypergeometric functions
62E99 Statistical distribution theory