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Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model

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  • Brilhante, M.F.
  • Kotz, S.

Abstract

The infinite divisibility of the Laplace distribution and its applicability as a statistical model were the motivation for the study of some properties of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model. This model is an extension of the classical symmetric Laplace model for the case of asymmetric tails. In this note we shall show that the spacings are generalized exponential mixtures or gamma mixtures and, hence, preserve the infinite divisibility of the parent model.

Suggested Citation

  • Brilhante, M.F. & Kotz, S., 2008. "Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2433-2436, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2433-2436
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    References listed on IDEAS

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    1. Hinkley, David V. & Revankar, Nagesh S., 1977. "Estimation of the Pareto law from underreported data : A further analysis," Journal of Econometrics, Elsevier, vol. 5(1), pages 1-11, January.
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