Basu, Sanjib - In: Statistics & Probability Letters 28 (1996) 2, pp. 115-120
We consider the constrained normal scale mixture distribution family [Fourier transform](p, Q; [sigma]2) = F is a … normal scale mixture and F(Q) = p, VarF(X) = [sigma]2. We show that [Fourier transform](p,Q; [sigma]2) is nonempty, i.e., a … normal scale mixture distribution with 100p-th percentile at Q and variance = [sigma]2 exists if and only if p [greater …