Some generalizations of the Laplace distribution
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摘要
It is well known that the standard Laplace distribution arises by taking the difference of two independent exponential random variables. In this note, a class of generalized Laplace distributions is introduced by taking the difference of two independent exponentiated exponential variables. The various properties of this class of generalized Laplace distributions, which are presented here, include its stochastic representations and moments.
论文关键词：Laplace distribution,Digamma function,Exponential distribution,Exponentiated exponential distribution,Beta function,Polygamma function,Incomplete beta function,Zeta function,Euler–Mascheroni constant
论文评审过程：Available online 11 May 2006.
论文官网地址：https://doi.org/10.1016/j.amc.2006.01.091
