Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model

M.F. Brilhante and S. Kotz

Statistics & Probability Letters, 2008, vol. 78, issue 15, 2433-2436

Abstract: The infinite divisibility of the Laplace distribution and its applicability as a statistical model were the motivation for the study of some properties of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model. This model is an extension of the classical symmetric Laplace model for the case of asymmetric tails. In this note we shall show that the spacings are generalized exponential mixtures or gamma mixtures and, hence, preserve the infinite divisibility of the parent model.

Date: 2008
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