The beta Laplace distribution
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.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 81 (2011)
Issue (Month): 8 (August)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Pescim, Rodrigo R. & Demétrio, 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.
- 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;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:81:y:2011:i:8:p:973-982. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.