ABSTRACT
Formulae (1.4.14) and (1.4.15) are deduced by substituting X = Xl + X2 and Y = aX+b in (1.4.11).
where the latter equality is obtained by manipula t ing the exponents.
The last integral is equal to 1 since the integrand is the N(jn + so2, a)-
density. The result, ij/(s) = fis + f<r 2s 2, is obtained by taking loga-
rithms.
