Quotient of Laplace and Gumbel random variablesReport as inadecuate

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Mathematical Problems in Engineering - Volume 2006 2006, Article ID 90598, 7 pages

Department of Statistics, University of Nebraska, Lincoln 68583, NE, USA

Received 5 July 2005; Revised 13 December 2005; Accepted 13 March 2006

Copyright © 2006 Saralees Nadarajah. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.

Author: Saralees Nadarajah

Source: https://www.hindawi.com/


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