The Laplace Distribution and Generalizations

A Revisit with Applications to Communications, Economics, Engineering, and Finance
Softcover Nachdruck of the original 1. Auflage 2001
ISBN: 978-1-4612-6646-4
Verlag: Birkhäuser Boston

Buch, Englisch, 349 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 699 g

This book describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. The exposition systematically unfolds with many examples, tables, illustrations, and exercises. A comprehensive index and extensive bibliography also make this book an ideal text for a senior undergraduate and graduate seminar on statistical distributions, or for a short half-term academic course in statistics, applied probability, and finance.

Zielgruppe

Research

Autoren/Hrsg.

Kotz, Samuel

Podgorski, Krzystof

Kozubowski, Tomasz

Fachgebiete

• Wirtschaftswissenschaften Wirtschaftswissenschaften Wirtschaftswissenschaften: Allgemeines
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

I Univariate Distributions.- 1 Historical Background.- 2 Classical Symmetric Laplace Distribution.- 3 Asymmetric Laplace Distributions.- 4 Related Distributions.- II Multivariate Distributions.- 5 Symmetric Multivariate Laplace Distribution.- 6 Asymmetric Multivariate Laplace Distribution.- III Applications.- 7 Engineering Sciences.- 8 Financial Data.- 9 Inventory Management and Quality Control.- 10 Astronomy and the Biological and Environmental Sciences.- Appendix: Bessel Functions.- References.