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Book Description
This monograph focuses on the importance of the Laplace distribution and describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. After presenting an historical introduction to the subject, the authors collect and present in a systematic way the univariate Laplace distribution, knowledge of which until now has been scattered in the vast statistical, engineering, and mathematical literature. The multivariate and skewed Laplace distribution are discussed here for the first time in detailed monograph form. Generalizations of Laplace distributions and stochastic processes to which they lead are presented as well. Many results, particularly those on the multivariate and skewed Laplace distribution, appear in print for the first time. 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. Key to the growing interest in the Laplace distribution are its applications, in particular, financial applications. The book covers interesting and recent applications of models based on the Laplace distribution, and will serve as a guide to development in this area of applied research for a broad audience of statisticians, finance experts, economists, engineers, and health scientists. Finally, in opening a new field of research in the theory of statistical distributions, The Laplace Distribution and Generalizations should strongly appeal to those working in theoretical or applied probability theory.
Book Info
Monograph focusing on the importance of the Laplace distribution, presenting a historical introduction to the subject and describing the inferential and modeling advantages offered by this distribution, as well as its generalizations and modifications. Tables, examples, illustrations and exercises systematically present the subject. DLC: Distribution (Probability theory).
The Laplace Distribution and Generalizations : A Revisit with Applications to Communications, Economics, Engineering, and Finance (Progress in Mathematics S.),Samuel Kotz,Tomasz Kozubowski,Krzystof Podgorski,Birkhauser,0817641661,Applied,Business/Economics,Distribution (Probability theo,Distribution (Probability theory),Mathematical Analysis,Mathematics,Operations Research,Probability & Statistics - General,Applied mathematics,Finance,Functional analysis,Mathematics / Statistics,Operational research,actuarial,applied probability,communications,finance fields,finance/economics,statistics
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