a copula-based distribution of alpha-skew laplace distribution

Copula functions have been extensively used in applied statistics, becominga good alternative for modeling the dependence of multivariate data. each copulafunction has a different dependence structure. this article studies the dependencestructure between the two alpha-skew laplace random variables. we present generalforms for the new bivariate copula function and its density distributions when the connectedcopula is farlie-gumbel-morgenstern.