Alpha–Skew–Laplace distribution

S. Shams Harandi and M.H. Alamatsaz

Statistics & Probability Letters, 2013, vol. 83, issue 3, 774-782

Abstract: In this paper, a new class of skew distributions containing both unimodal as well as bimodal distributions with flexible hazard rate behavior is introduced. Several distributional properties of this class are investigated. A characterization, a generating method and parameter estimation are also presented. Finally, the model is examined using real data sets.

Keywords: Asymmetry; Fisher information; Maximum likelihood estimation; Skew–Laplace distribution; Uni–bimodality (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:3:p:774-782

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DOI: 10.1016/j.spl.2012.11.024

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