Journals / European Journal of Pure and Applied Mathematics (elektronik) / 2009 / Cilt: 2 - Sayı: 1
Skewed double exponential distribution and its stochastic representation
- Pages
- 1–20
- DOI
- —
Abstract
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.