QUOTIENT OF LAPLACE AND GUMBEL RANDOM VARIABLES

摘要

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.