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The beta Laplace distribution

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  • Cordeiro, Gauss M.
  • Lemonte, Artur J.
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    Abstract

    The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 81 (2011)
    Issue (Month): 8 (August)
    Pages: 973-982

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    Handle: RePEc:eee:stapro:v:81:y:2011:i:8:p:973-982

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    Related research

    Keywords: Double exponential distribution Laplace distribution Maximum likelihood estimation Mean deviation Order statistic;

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    1. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(1), pages 1-43, June.
    2. Pescim, Rodrigo R. & Dem├ętrio, Clarice G.B. & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Urbano, Mariana R., 2010. "The beta generalized half-normal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 945-957, April.
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