Quotient of Laplace and Gumbel random variables
type: Item
instance of: scholarly article
title: Quotient of Laplace and Gumbel random variables
zbMATH Open document ID: 1196.60026
DOI: 10.1155/MPE/2006/90598
published in: Mathematical Problems in Engineering
publication date: 2010-10-14T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 5799688
author: Saralees Nadarajah
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1155/mpe/2006/90598
OpenAlex ID: W1998244560
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description: scientific article; zbMATH DE number 5799688