Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorKotz, Samuel. author
TitleThe Laplace Distribution and Generalizations [electronic resource] : A Revisit with Applications to Communications, Economics, Engineering, and Finance / by Samuel Kotz, Tomaz J. Kozubowski, Krzysztof Podgรณrski
ImprintBoston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 2001
Connect tohttp://dx.doi.org/10.1007/978-1-4612-0173-1
Descript XVIII, 349 p. online resource

SUMMARY

The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the end of the 20th century about the Laplace distribution and its numerous generalizations and extensions. We have tried to cover both theoretical developments and applications. There were two main reasons for writing this book. The first was our conviction that the areas and situations where the Laplace distribution naturally occurs is so extensive that tracking the original sources is unfeasible. The second was our observation of the growing demand for statistical distributions having properties tangent to those exhibited by the Laplace laws. These two "necessary" conditions justified our efforts that led to this book. Many details are arranged primarily for reference, such as inclusion of the most commonly used terminology and notation. In several cases, we have proposed unification to overcome the ambiguity of notions so often present in this area. Personal taste may have done some injustice to the subject matter by omitting or emphasizing certain topics due to space limitations. We trust that this feature does not constitute a serious drawback-in our literature search we tried to leave no stone unturned (we collected over 400 references)


CONTENT

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


Mathematics Applied mathematics Engineering mathematics Statistics Mathematics Applications of Mathematics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram