Laplace Distribution and Generalizations

A Revisit with Applications to Communications, Economics, Engineering, and Finance

AvSamuel Kotz,Tomasz Kozubowski

Inbunden, Engelska, 2001

1 166 kr

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Häftad

903 kr

Beskrivning

This work focuses on the importance of reviving the Laplace distribution and describes the inferential and modelling advantages which this distribution offers. The book shows that the Laplace distribution is useful in promoting an understanding of maximum likelihood estimation. There is a historical introducution to the subject followed by coverage of the univariate Laplace distribution, and the book provides many examples, problems and exercises that cover the subject.

Produktinformation

Utgivningsdatum:2001-05-18
Mått:178 x 254 x 25 mm
Vikt:844 g
Format:Inbunden
Språk:Engelska
Antal sidor:349
Upplaga:2001
Förlag:Birkhauser Boston Inc
ISBN:9780817641665

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Recensioner i media

From the reviews: "This book will be useful for those who are interested in tractable models which allow one to go beyond the normal distribution." (ISI SHORT BOOK REVIEWS) " A useful source of information for research in applied and theoretical statistics. No doubt, this volume will become a necessary part of any mathematical and statistical library as well as of a number of technical libraries."(MATHEMATICAL REVIEWS) "This book is devoted to presenting properties, generalizations and applications of the Laplace distribution ... This distribution is a natural and sometimes superior alternative to the normal distribution ... The rich set of exercises is an integral part of the discussion."(ZENTRALBLATT MATH)

Innehållsförteckning

I Univariate Distributions.- 1 Historical Background.- 2 Classical Symmetric Laplace Distribution.- 3 Asymmetric Laplace Distributions.- 4 Related Distributions.- II Multivariate Distributions.- 5 Symmetric Multivariate Laplace Distribution.- 6 Asymmetric Multivariate Laplace Distribution.- III Applications.- 7 Engineering Sciences.- 8 Financial Data.- 9 Inventory Management and Quality Control.- 10 Astronomy and the Biological and Environmental Sciences.- Appendix: Bessel Functions.- References.