TY - JOUR
AU - Jagannathan, Keshav
AU - Gupta, Arjun K.
AU - Nguyen, Truc T.
PY - 2009/07/28
Y2 - 2023/09/25
TI - Skewed Double Exponential Distribution and Its Stochastic Representation
JF - European Journal of Pure and Applied Mathematics
JA - Eur. J. Pure Appl. Math.
VL - 2
IS - 1
SE -
DO -
UR - https://www.ejpam.com/index.php/ejpam/article/view/390
SP - 1-20
AB - <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>
ER -