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Quotient of Laplace and Gumbel random variables

DOI: 10.1155/mpe/2006/90598

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Abstract:

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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