A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution

Authors

  • R. Pourmousa
  • A. Jamalizadeh

DOI:

https://doi.org/10.30495/jme.v7i0.140

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 functionand the two first moments of this distribution. Next, we show that thedistribution 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 derivemoment generating function and moments of this linear combination

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Published

2013-09-14

Issue

Vol. 7

Section

Vol. 7, No. 1, (2013)

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