L Laplace Processes
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The Laplace Distribution and Generalizations
Author | : Samuel Kotz |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 146120173X |
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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.
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A broad family of symmetric, thick tailed distributions, the small l-Laplace distributions, is described. These are natural generalizations of the Laplace distr