Esscher-transformed Laplace distribution revisited

نویسندگان

  • Tomasz J. Kozubowski
  • Krzysztof Podgórski
چکیده

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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تاریخ انتشار 2014