On the Sum of Contaminated Normals

Authors
Rivest, Louis-Paul
Citation
Rivest, Louis-paul, On the Sum of Contaminated Normals, American statistician , 35(3), 1981, pp. 155-156
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
35
Issue
3
Year of publication
1981
Pages
155 - 156
Database
ACNP
SICI code
Abstract
The distribution of a random linear combination of standard normal variates is derived.Then the weak law of large numbers is applied to obtain a central limit theorem for normal scale mixtures.