Quotient of Laplace and Gumbel random variables

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 percenta...

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Bibliographic Details
Main Author: Saralees Nadarajah
Format: Article
Language:English
Published: Hindawi Limited 2006-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/MPE/2006/90598