Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions

Tomasz J. Kozubowski and Krzysztof Podgórski

The American Statistician, 2020, vol. 74, issue 4, 407-412

Abstract: We provide bibliographical connections and extensions of several representations of the classical Laplace distribution, discussed recently in the study of Ding and Blitzstein. Beyond presenting relation to some previous results, we also include their skew as well as multivariate versions. In particular, the distribution of det Z, where Z is an n × n matrix of iid standard normal components, is obtained for an arbitrary integer n. While the latter is a scale mixture of Gaussian distributions, the Laplace distribution is obtained only in the case n = 2. Supplementary materials for this article are available online.

Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/00031305.2019.1630000 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:74:y:2020:i:4:p:407-412

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UTAS20

DOI: 10.1080/00031305.2019.1630000

Access Statistics for this article

The American Statistician is currently edited by Eric Sampson

More articles in The American Statistician from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().