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Portrait of Krzysztof Podgórski. Photo.

Krzysztof Podgórski

Professor, Head of the Department of Statistics

Portrait of Krzysztof Podgórski. Photo.

Esscher-transformed laplace distribution revisited

Author

  • Tomasz J. Kozubowski
  • Krzysztof Podgórski

Summary, in English

We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws.

Department/s

  • Department of Statistics

Publishing year

2016-08-01

Language

English

Pages

432-434

Publication/Series

Brazilian Journal of Probability and Statistics

Volume

30

Issue

3

Document type

Journal article

Publisher

Associacao Brasileira de Estatistica

Topic

  • Probability Theory and Statistics

Keywords

  • Asymmetric Laplace law
  • Esscher transform
  • Skew double-exponential distribution

Status

Published

ISBN/ISSN/Other

  • ISSN: 0103-0752