The beta Laplace distribution
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2011
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| Resumo |
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. CNPq Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) FAPESP (Brazil) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) |
| Identificador |
STATISTICS & PROBABILITY LETTERS, v.81, n.8, p.973-982, 2011 0167-7152 http://producao.usp.br/handle/BDPI/30783 10.1016/j.spl.2011.01.017 |
| Idioma(s) |
eng |
| Publicador |
ELSEVIER SCIENCE BV |
| Relação |
Statistics & Probability Letters |
| Direitos |
restrictedAccess Copyright ELSEVIER SCIENCE BV |
| Palavras-Chave | #Double exponential distribution #Laplace distribution #Maximum likelihood estimation #Mean deviation #Order statistic #GOODNESS-OF-FIT #TESTS #NOISE #Statistics & Probability |
| Tipo |
article original article publishedVersion |
