The Laplace distribution and generalizations : a revisit with applications to communications, economics, engineering, and finance
著者
書誌事項
The Laplace distribution and generalizations : a revisit with applications to communications, economics, engineering, and finance
Springer Sience+Business Media, c2001
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注記
"Originally published by Birkhäuser Boston in 2001. "--T.p. verso
"Softcover reprint of the hardcover 1st edition 2001"--T.p. verso
Includes bibliographical references and indexes
内容説明・目次
内容説明
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.
目次
Preface * Part I. Univariate Distributions * 1. Historical Background * 2. Classical Symmetric Laplace Distribution * 3. Asymmetric Laplace Distributions * 4. Related Distributions * Part II. Multivariate Distributions * 5. Symmetric Multivariate Laplace Distribution * 6. Asymmetric Multivariate Laplace Distribution * Part III. Applications * 7. Engineering Sciences * 8. Financial Data * 9. Inventory Management and Quality Control * 10. Astronomy, Biological and Environmental Sciences * Appendix A. Bessel Functions * References * Index
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