Asymmetric Uniform-Laplace Distribution: Properties and Ap- plications

The goal of this study is to introduce an asymmetric uniform-laplace (aul) distribution. we present a detailed theoretical description of this distribution. we try to estimate the parameters of aul distribution using the maximum likelihood method. since the likelihood approach results in complicated forms, we suggest a bootstrap- based approach for estimating the parameters. the proposed method is mainly based on the shape of the empirical density. we conduct a simulation study to assess the performance of the proposed procedure. we also fit the aul distribution to real data sets: daily working time and pontius data sets. the results show that aul distribution is a more appropriate choice than the skew-normal, skew t, asymmetric laplace and uniform-normal distributions.