Esscher-transformed Laplace distribution revisited
نویسندگان
چکیده
منابع مشابه
Esscher-transformed Laplace distribution revisited
We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws. AMS 2000 classification: primary 60E05; secondary 62P05
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2016
ISSN: 0103-0752
DOI: 10.1214/15-bjps287