A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution
. In this note we propose an extended skew-Laplace distribution. We obtain explicit expressions for moment generating function and the two first moments of this distribution. Next, we show that the distribution of a linear combination of order statistics from a bivariate Laplace distribution can...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University
2013-03-01
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| Series: | Journal of Mathematical Extension |
| Online Access: | http://ijmex.com/index.php/ijmex/article/view/140/112 |
| _version_ | 1818305856494632960 |
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| author | R. Pourmousa A. Jamalizadeh |
| author_facet | R. Pourmousa A. Jamalizadeh |
| author_sort | R. Pourmousa |
| collection | DOAJ |
| description | . In this note we propose an extended skew-Laplace distribution.
We obtain explicit expressions for moment generating function
and the two first moments of this distribution. Next, we show that the
distribution of a linear combination of order statistics from a bivariate
Laplace distribution can be expressed as a mixture of extended skewLaplace
distributions. This mixture representation enables us to derive
moment generating function and moments of this linear combination |
| first_indexed | 2024-12-13T06:33:14Z |
| format | Article |
| id | doaj.art-9105cc74a41e4bbc9ea3d6b18b94adc1 |
| institution | Directory Open Access Journal |
| issn | 1735-8299 1735-8299 |
| language | English |
| last_indexed | 2024-12-13T06:33:14Z |
| publishDate | 2013-03-01 |
| publisher | Islamic Azad University |
| record_format | Article |
| series | Journal of Mathematical Extension |
| spelling | doaj.art-9105cc74a41e4bbc9ea3d6b18b94adc12022-12-21T23:56:33ZengIslamic Azad UniversityJournal of Mathematical Extension1735-82991735-82992013-03-01716980A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace DistributionR. Pourmousa0A. Jamalizadeh1Shahid Bahonar UniversityShahid Bahonar University. In this note we propose an extended skew-Laplace distribution. We obtain explicit expressions for moment generating function and the two first moments of this distribution. Next, we show that the distribution of a linear combination of order statistics from a bivariate Laplace distribution can be expressed as a mixture of extended skewLaplace distributions. This mixture representation enables us to derive moment generating function and moments of this linear combinationhttp://ijmex.com/index.php/ijmex/article/view/140/112 |
| spellingShingle | R. Pourmousa A. Jamalizadeh A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution Journal of Mathematical Extension |
| title | A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution |
| title_full | A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution |
| title_fullStr | A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution |
| title_full_unstemmed | A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution |
| title_short | A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution |
| title_sort | note on moment generating function of a linear combination of order statistics from a bivariate laplace distribution |
| url | http://ijmex.com/index.php/ijmex/article/view/140/112 |
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