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Alpha–Skew–Laplace distribution

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  • Shams Harandi, S.
  • Alamatsaz, M.H.

Abstract

In this paper, a new class of skew distributions containing both unimodal as well as bimodal distributions with flexible hazard rate behavior is introduced. Several distributional properties of this class are investigated. A characterization, a generating method and parameter estimation are also presented. Finally, the model is examined using real data sets.

Suggested Citation

  • Shams Harandi, S. & Alamatsaz, M.H., 2013. "Alpha–Skew–Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 774-782.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:3:p:774-782
    DOI: 10.1016/j.spl.2012.11.024
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    References listed on IDEAS

    as
    1. Nadarajah, Saralees & Kotz, Samuel, 2003. "Skewed distributions generated by the normal kernel," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 269-277, November.
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