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Topic: Stats terminology -- combining uniform and normal distributions
Replies: 1   Last Post: Apr 26, 2013 1:34 AM

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Registered: 7/12/10
Stats terminology -- combining uniform and normal distributions
Posted: Apr 25, 2013 6:42 AM
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Suppose random numbers are generated as follows. First we pick a number u from the uniform random distribution on [0, 1]. Then we select randomly from the normal distribution with mean 0 and std = u.
What is the name for this distribution formed by the above two steps? It must either have a name or be equivalent or highly similar to something with a standard name, I would think.

Thank you,

Paul Epstein

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