Approximating the Distribution for Sums of Products of Normal Variables

By R. Ware, F. Lad. 2003

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A new baseline model for estimating willingness to pay from discrete choice models (2013, background): “…unusual distribution whose pdf expressed in terms of the parameters in (9) is given by: ( ) b While this distribution has a finite expectation and variance, it is not defined at 0 b = , and further, tends to have sharply spiked exponential-like shoulders around its expectation (Ware and Lad, 2003).”