IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i10p1305-1310.html
   My bibliography  Save this article

A connection between the double gamma model and Laplace sample mean

Author

Listed:
  • Nguyen, Truc T.
  • Chen, John T.

Abstract

In this paper, we use the moment generating function of the double gamma random variable to derive the sample mean distribution of the Laplace (double exponential) model. The proposed approach simplifies the Bessel function approach in the investigation of the Laplace sample mean. The connection between double gamma and Laplace models facilitates computation for the percentile of the Laplace sample mean via percentiles of Chi-square random variables.

Suggested Citation

  • Nguyen, Truc T. & Chen, John T., 2009. "A connection between the double gamma model and Laplace sample mean," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1305-1310, May.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:10:p:1305-1310
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00056-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Annis, David H., 2007. "A note on quasi-likelihood for exponential families," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 431-437, February.
    2. Masakazu Iwasaki & Hiroe Tsubaki, 2005. "A new bivariate distribution in natural exponential family," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(3), pages 323-336, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Langrené, Nicolas & Warin, Xavier, 2021. "Fast multivariate empirical cumulative distribution function with connection to kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Masakazu Iwasaki & Hiroe Tsubaki, 2006. "Bivariate Negative Binomial Generalized Linear Models for Environmental Count Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 909-923.
    2. Eufr�sio de A. Lima Neto & Ulisses U. dos Anjos, 2015. "Regression model for interval-valued variables based on copulas," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(9), pages 2010-2029, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:10:p:1305-1310. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.