dnormt3: Density function of sum of Gaussian and Student's t on 3 df
Description
Computes the probability density function of the sum of the
Gaussian distribution and the Student's t distribution on
3 degrees of freedom.
Usage
dnormt3(x, mean = 0, sd = 1)
Arguments
x
Where to evaluate the density function
mean
The mean of the Gaussian
sd
The standard deviation of the Gaussian
Value
The appropriate pdf value.
Details
Computes the probability density function of the sum of the
Gaussian distribution and the Student's t distribution on
3 degrees of freedom.
References
Nason, G.P. (2005) On the sum of the Gaussian and Student's t
random variables. Technical Report, 05:01,
Statistics Group, Department of Mathematics, University of Bristol.