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A Skew Laplace Distribution on Integers

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Abstract

We propose a discrete version of the skew Laplace distribution. In contrast with the discrete normal distribution, here closed form expressions are available for the probability density function, the distribution function, the characteristic function, the mean, and the variance. We show that this distribution on integers shares many properties of the skew Laplace distribution on the real line, including unimodality, infinite divisibility, closure properties with respect to geometric compounding, and a maximum entropy property. We also discuss statistical issues of estimation under this model.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Nevada, Reno, NV, 89557, USA

    Tomasz J. Kozubowski

  2. Department of Biostatistics, University of Alabama, Birmingham, AL, 35294, USA

    Seidu Inusah

Authors
  1. Tomasz J. Kozubowski
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  2. Seidu Inusah
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Correspondence to Tomasz J. Kozubowski.

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Kozubowski, T.J., Inusah, S. A Skew Laplace Distribution on Integers. Ann Inst Stat Math 58, 555–571 (2006). https://doi.org/10.1007/s10463-005-0029-1

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  • DOI: https://doi.org/10.1007/s10463-005-0029-1

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