Krzysztof Podgórski
Professor, Head of the Department of Statistics
Esscher-transformed laplace distribution revisited
Author
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