The beta Laplace distribution

dc.creatorCORDEIRO, Gauss M.
dc.creatorLEMONTE, ArturJ.
dc.date.accessioned2012-10-20T04:52:25Z
dc.date.accessioned2018-07-04T15:47:27Z
dc.date.available2012-10-20T04:52:25Z
dc.date.available2018-07-04T15:47:27Z
dc.date.created2012-10-20T04:52:25Z
dc.date.issued2011
dc.identifierSTATISTICS & PROBABILITY LETTERS, v.81, n.8, p.973-982, 2011
dc.identifier0167-7152
dc.identifierhttp://producao.usp.br/handle/BDPI/30783
dc.identifier10.1016/j.spl.2011.01.017
dc.identifierhttp://dx.doi.org/10.1016/j.spl.2011.01.017
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627422
dc.description.abstractThe 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.
dc.languageeng
dc.publisherELSEVIER SCIENCE BV
dc.relationStatistics & Probability Letters
dc.rightsCopyright ELSEVIER SCIENCE BV
dc.rightsrestrictedAccess
dc.subjectDouble exponential distribution
dc.subjectLaplace distribution
dc.subjectMaximum likelihood estimation
dc.subjectMean deviation
dc.subjectOrder statistic
dc.titleThe beta Laplace distribution
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución