Quotient of Laplace and Gumbel random variables 外文参考文献.docVIP

QUOTIENTOFLAPLACEANDGUMBEL RANDOMVARIABLES SARALEESNADARAJAH Received5July2005;Revised13December2005;Accepted13March2006 TheGumbel andtheLaplace distributions areperhaps twoofthemost applied distri- butions in engineering. Motivated by engineering issues, the exact distribution of the quotient |X/Y|isderivedwhenX andY areindependent GumbelandLaplacerandom variables. Tabulationsoftheassociated percentage points andacomputer program for generatingthemarealsogiven. Copyright?2006SaraleesNadarajah. This is an open access article distributed under theCreativeCommonsAttributionLicense,which