normt3ip: Compute inner product function of Gaussian and t3 distribution
Description
This function evaluates the inner product function of
the (sphered) Student's t distribution on 3 df and the Gaussian
distribution as defined by Theorem~1 of Nason, 2005
Usage
normt3ip(mu, sigma)
Arguments
mu
Mean of the Gaussian
sigma
Standard deviation of the Gaussian
Value
The evaluated function.
Details
No extra details
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.