Asymmetric Laplace Distributions

Samuel Kotz, Tomaz J. Kozubowski and Krzysztof Podgórski
Additional contact information
Samuel Kotz: George Washington University, Department of Engineering Management and Systems Engineering
Tomaz J. Kozubowski: University of Nevada, Department of Mathematics
Krzysztof Podgórski: Indiana University—Purdue University, Department of Mathematical Sciences

Chapter 3 in The Laplace Distribution and Generalizations, 2001, pp 133-178 from Springer

Abstract: Abstract Chapter 3 is devoted to asymmetric Laplace distributions — a skewed family of distributions that in our opinion is the most appropriate skewed generalization of the classical Laplace law. In the last several decades, various forms of skewed Laplace distributions have sporadically appeared in the literature. One of the earliest is due to McGill (1962), who considers distributions with p.d.f. 3.0.1 $$ f(x) = \left\{ {\begin{array}{*{20}c} {\frac{{\varphi _1 }} {2}e^{ - \varphi _1 |x - \theta |} , x \leqslant \theta ,} \\ {\frac{{\varphi _2 }} {2}e^{ - \varphi _2 |x - \theta |} , x > \theta ,} \\ \end{array} } \right. $$ while Holla and Bhattacharya (1968) study the distribution with p.d.f. 3.0.2 $$ f(x) = \left\{ {\begin{array}{*{20}c} {p\varphi e^{ - \varphi \left| {x - \theta } \right|} , x \leqslant \theta ,} \\ {(1 - p)\varphi e^{ - \varphi \left| {x - \theta } \right|} , \theta

Keywords: Exponential Distribution; Asymptotic Normality; Asymptotic Variance; Fisher Information Matrix; Moment Generate Function (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-1-4612-0173-1_3

Ordering information: This item can be ordered from
http://www.springer.com/9781461201731

DOI: 10.1007/978-1-4612-0173-1_3

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().