"QUOTIENT OF LAPLACE AND GUMBEL RANDOM VARIABLES" by Saralees Nadarajah

Statistics, Department of

 

Document Type

Article

Date of this Version

2006

Citation

Mathematical Problems in Engineering Volume 2006, Article ID 90598, Pages 1–7

Comments

Copyright © 2006 Saralees Nadarajah.

Open access

DOI 10.1155/MPE/2006/90598

Abstract

The Gumbel and the Laplace distributions are perhaps two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient |X/Y| is derived when X and Y are independent Gumbel and Laplace random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.

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