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

Kotz, Samuel; Kozubowski, Tomasz; Podgorski, Krzystof

Softcover

ISBN 10: 1461266467 ISBN 13: 9781461266464

Verlag: Birkhäuser, 2012

Inhaltsangabe

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.

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Críticas

From the reviews:

“This book will be useful for those who are interested in tractable models which allow one to go beyond the normal distribution.” (ISI SHORT BOOK REVIEWS)

“ A useful source of information for research in applied and theoretical statistics. No doubt, this volume will become a necessary part of any mathematical and statistical library as well as of a number of technical libraries.”(MATHEMATICAL REVIEWS)

“This book is devoted to presenting properties, generalizations and applications of the Laplace distribution ... This distribution is a natural and sometimes superior alternative to the normal distribution ... The rich set of exercises is an integral part of the discussion.”(ZENTRALBLATT MATH)

Reseña del editor

This book describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. 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.

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 2012
• Sprache: Englisch
• ISBN 10: 1461266467
• ISBN 13: 9781461266464
• Einband: Tapa blanda
• Anzahl der Seiten: 372
• Kontakt zum Hersteller: Nicht verfügbar