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

R. Pourmousa, A. Jamalizadeh


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


Elliptical distribution; extended skew-Laplace distribution, order statistics

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