Abstract
We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws.
| Original language | English |
|---|---|
| Pages (from-to) | 432-434 |
| Number of pages | 3 |
| Journal | Brazilian Journal of Probability and Statistics |
| Volume | 30 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2016 Aug 1 |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- Asymmetric Laplace law
- Esscher transform
- Skew double-exponential distribution