@article{Jagannathan_Gupta_Nguyen_2009, title={Skewed Double Exponential Distribution and Its Stochastic Representation}, volume={2}, url={https://www.ejpam.com/index.php/ejpam/article/view/390}, abstractNote={<p align="left">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.</p>}, number={1}, journal={European Journal of Pure and Applied Mathematics}, author={Jagannathan, Keshav and Gupta, Arjun K. and Nguyen, Truc T.}, year={2009}, month={Jul.}, pages={1–20} }