A COUNTEREXAMPLE TO A CLAIM CONCERNING THE CONVOLUTION OF MULTIMODAL DISTRIBUTIONS
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P. Ghosh (1981) has claimed that the convolution of two symmetric multimodal distributions is symmetric and unimodal. A simple counterexample to this claim is constructed by considering the convolution f*f, where f is an appropriate mixture of two normal densities. 1985, Taylor & Francis Group, LLC. All rights reserved.