Quotient of Laplace and Gumbel random variables
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.
scientific article; zbMATH DE number 5799688
scientific article