NDLI: Linear combination of Gumbel random variables

Content Provider	Springer Nature Link
Author	Nadarajah, Saralees
Copyright Year	2006
Abstract	The recent paper by Loaiciga and Leipnik (Stoch Environ Res Risk Environ 13:251–259, 1999) derived the probability distribution of the sum of two independent Gumbel random variables. The results given are of little practical use because they are given in terms of characteristic functions. In this note, we consider the more general problem of deriving the linear combination of two independent Gumbel random variables. Explicit expressions are given for the probability density function and the cumulative distribution function of the linear combination. Various particular cases are also considered.
Starting Page	283
Ending Page	286
Page Count	4
File Format	PDF
ISSN	14363240
Journal	Stochastic Environmental Research and Risk Assessment
Volume Number	21
Issue Number	3
e-ISSN	14363259
Language	English
Publisher	Springer-Verlag
Publisher Date	2006-07-21
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Waste Water Technology / Water Pollution Control / Water Management / Aquatic Pollution Numerical and Computational Methods in Engineering Statistics for Engineering, Physics, Computer Science, Chemistry & Geosciences Probability Theory and Stochastic Processes Math. Applications in Geosciences Math. Application in Environmental Science
Content Type	Text
Resource Type	Article
Subject	Environmental Chemistry Environmental Engineering Water Science and Technology Safety, Risk, Reliability and Quality

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