Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgorski generalized Laplace model

被引：0

作者：

Brilhante, M. F. ^{[1
,2
]}

Kotz, S. ^{[3
]}

机构：

[1] Univ Azores, Dept Math, P-9501801 Ponta Delgada, Portugal

[2] CEAUL, P-9501801 Ponta Delgada, Portugal

[3] George Washington Univ, Dept Engn Management, Washington, DC 20052 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 15期

关键词：

D O I：

10.1016/j.spl.2008.02.023

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The infinite divisibility of the Laplace distribution and its applicability as a statistical model were the motivation for the study of some properties of the spacings of a Kotz-Kozubowski-Podgorski generalized Laplace model. This model is an extension of the classical symmetric Laplace model for the case of asymmetric tails. in this note we shall show that the spacings are generalized exponential mixtures or gamma Mixtures and, hence, preserve the infinite divisibility of the parent model. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2433 / 2436

页数：4