Abstract
We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws.
Citation
Tomasz J. Kozubowski. Krzysztof Podgórski. "Esscher-transformed Laplace distribution revisited." Braz. J. Probab. Stat. 30 (3) 432 - 434, August 2016. https://doi.org/10.1214/15-BJPS287
Information
Received: 1 March 2015; Accepted: 1 March 2015; Published: August 2016
First available in Project Euclid: 29 July 2016
zbMATH: 1366.60043
MathSciNet: MR3531692
Digital Object Identifier: 10.1214/15-BJPS287
Keywords:
Asymmetric Laplace law
,
Esscher transform
,
skew double-exponential distribution
Rights: Copyright © 2016 Brazilian Statistical Association
