The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance - Couverture souple

Kotz, Samuel; Kozubowski, Tomasz; Podgorski, Krzystof

Couverture souple

ISBN 10 : 1461266467 ISBN 13 : 9781461266464

Editeur : Birkhäuser, 2012

Synopsis

This monograph focuses on the importance of reviving the Laplace distribution and describes the inferential and modeling advantages which this distribution, together with its generalizations and modifications, offers. An increasing number of researchers in various fields find the Laplace distribution attractive and a theoretically sound alternative to normal and related distributions (i.e., Gauss and the method of least squares). Key features of this work include: * historical introduction to the subject * presentation of topics barely covered in the literature including, the univariate Laplace distribution, and the multivariate and skewed Laplace distribution * new results presented * usefulness in financial applications * numerous examples, suggestions of open problems, and exercises * comprehensive index and bibliography * ideal text for a graduate course/seminar on statistical distributions This work will serve a broad audience of graduate students, statisticians, finance experts, economists, engineers, and health scientists. The text below can also be used as booksellers text: Focuses on the importance of reviving the Laplace distribution and describes the inferential and modeling advantages which this distribution, together with its generalizations and modifications, offers. An historical introduction to the subject is given and new results are presented. The exposition systematically unfolds with many examples, tables, illustrations, exercises, and open problems. Also included: a section devoted to financial applications, comprehensive index, and extensive bibliography. For a broad audience of graduate students, statisticians, finance experts, economists, engineers, and health scientists.

Détails de l'édition

• Éditeur: Birkhäuser
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 1461266467
• ISBN 13: 9781461266464
• Reliure: Broché
• Nombre de pages: 372
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