The beta Laplace distribution

被引：33

作者：

Cordeiro, Gauss M. ^{[2
]}

Lemonte, ArturJ. ^{[1
]}

机构：

[1] Univ Sao Paulo, Dept Estat, BR-05508 Sao Paulo, Brazil

[2] Univ Fed Rural Pernambuco, Dept Estat & Informat, Recife, PE, Brazil

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 08期

基金：

巴西圣保罗研究基金会;

关键词：

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

D O I：

10.1016/j.spl.2011.01.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：973 / 982

页数：10

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