Quotient of Laplace and Gumbel random variables

Saralees Nadarajah

Mathematical Problems in Engineering, 2006, vol. 2006, 1-7

Abstract:

The Gumbel and the Laplace distributions are perhaps two of the most applied distributionsin engineering. Motivated by engineering issues, the exact distribution of thequotient | X / Y | is derived when X and Y are independent Gumbel and Laplace randomvariables. Tabulations of the associated percentage points and a computer program forgenerating them are also given.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:090598

DOI: 10.1155/MPE/2006/90598

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