Quotient of Laplace and Gumbel random variables (Q707519)
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scientific article; zbMATH DE number 5799688
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| English | Quotient of Laplace and Gumbel random variables |
scientific article; zbMATH DE number 5799688 |
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Quotient of Laplace and Gumbel random variables (English)
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14 October 2010
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Summary: 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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