A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution
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نویسنده
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Pourmousa Reza ,Jamalizadeh Ahad
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منبع
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journal of mathematical extension - 2013 - دوره : 7 - شماره : 1 - صفحه:69 -80
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چکیده
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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 skew- laplace distributions. this mixture representation enables us to derive moment generating function and moments of this linear combination
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کلیدواژه
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Elliptical distribution; extended skew-Laplace distribution ,order statistics
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آدرس
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shahid bahonar university of kerman, Department of Statistics, ایران, shahid bahonar university of kerman, Department of Statistics, ایران
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پست الکترونیکی
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a.jamalizadeh@uk.ac.ir
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