A NOTE ON MOMENT GENERATING FUNCTION OF A LINEAR COMBINATION OF ORDER STATISTICS FROM A BIVARIATE LAPLACE DISTRIBUTION

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POURMOUSA R.; JAMALIZADEH A.

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Paper Information

Journal: JOURNAL OF MATHEMATICAL EXTENSION Year:2013 | Volume:7 | Issue:1 (S.N. 16) Page(s): 69-80

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Title

A NOTE ON MOMENT GENERATING FUNCTION OF A LINEAR COMBINATION OF ORDER STATISTICS FROM A BIVARIATE LAPLACE DISTRIBUTION

Author(s)

POURMOUSA R. | JAMALIZADEH A. | Issue Writer Certificate

Keywords

ELLIPTICAL DISTRIBUTION

EXTENDED SKEW-LAPLACE DISTRIBUTION

ORDER STATISTICS

Abstract

In this note we propose an EXTENDED SKEW-LAPLACE DISTRIBUTION. We obtain explicit expressions for moment generating function and the two first moments of this distribution. Next, we show that the distribution of a linear combination of ORDER STATISTICS from a bivariate Laplace distribution can be expressed as a mixture of EXTENDED SKEW-LAPLACE DISTRIBUTIONs. This mixture representation enables us to derive moment generating function and moments of this linear combination.

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APA: Copy

POURMOUSA, R., & JAMALIZADEH, A.. (2013). A NOTE ON MOMENT GENERATING FUNCTION OF A LINEAR COMBINATION OF ORDER STATISTICS FROM A BIVARIATE LAPLACE DISTRIBUTION. JOURNAL OF MATHEMATICAL EXTENSION, 7(1 (S.N. 16)), 69-80. SID. https://sid.ir/paper/611365/en

Vancouver: Copy

POURMOUSA R., JAMALIZADEH A.. A NOTE ON MOMENT GENERATING FUNCTION OF A LINEAR COMBINATION OF ORDER STATISTICS FROM A BIVARIATE LAPLACE DISTRIBUTION. JOURNAL OF MATHEMATICAL EXTENSION[Internet]. 2013;7(1 (S.N. 16)):69-80. Available from: https://sid.ir/paper/611365/en

IEEE: Copy

R. POURMOUSA, and A. JAMALIZADEH, “A NOTE ON MOMENT GENERATING FUNCTION OF A LINEAR COMBINATION OF ORDER STATISTICS FROM A BIVARIATE LAPLACE DISTRIBUTION,” JOURNAL OF MATHEMATICAL EXTENSION, vol. 7, no. 1 (S.N. 16), pp. 69–80, 2013, [Online]. Available: https://sid.ir/paper/611365/en

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