Description Usage Arguments Details Value Author(s) References See Also Examples
The function provides the expected value and the variance of the SDL, and the expectation of its absolute value.
1 |
p |
the first parameter, in (0,1), of the DSL |
q |
the second parameter, in (0,1), of the DSL |
E(X;p,q)=\frac{1}{1-p}-\frac{1}{1-q}=\frac{p}{1-p}-\frac{q}{1-q},
E(|X|;p,q)=\frac{q(1-p)^2+p(1-q)^2}{(1-qp)(1-q)(1-p)},
V(X;p,q)=\frac{1}{(1-p)^2(1-q)^2}[\frac{q(1-p)^3(1+q)+p(1-q)^3(1+p)}{1-pq}-(p-q)^2]
A list of three items:
E1 |
expected value |
E1a |
expectation of the absolute value |
V |
variance |
Alessandro Barbiero, Riccardo Inchingolo
T. J. Kozubowski, S. Inusah (2006) A skew Laplace distribution on integers, Annals of the Institute of Statistical Mathematics, 58: 555-571
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