Journal of the Korean Data and Information Science Society
- Volume 18 Issue 4
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- Pages.1171-1177
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- 2007
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- 1598-9402(pISSN)
Notes on the Ratio and the Right-Tail Probability in a Log-Laplace Distribution
Abstract
We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.
Keywords
- Hazard Rate;
- Hypergeometric Function;
- Log-Laplace Distribution;
- Psi-Function;
- Ratio Of Random Variables;
- Right-Tail Probability