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Skewed Double Exponential Distribution and Its Stochastic Rep-resentation

Journal Name:

  • European Journal of Pure and Applied Mathematics

Publication Year:

  • 2009

Key Words:

Author NameUniversity of Author

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Abstract (2. Language): 
Definitions of the skewed double exponential (SDE) distribution in terms of a mixture of double exponential distributions as well as in terms of a scaled product of a c.d.f. and a p.d.f. of double exponential random variable are proposed. Its basic properties are studied. Multi-parameter versions of the skewed double exponential distribution are also given. Characterization of the SDE family of distributions and stochastic representation of the SDE distribution are derived.
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REFERENCES

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