| The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance 2001 Edition Contributor(s): Kotz, Samuel (Author), Kozubowski, Tomasz (Author), Podgorski, Krzystof (Author) |
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ISBN: 0817641661 ISBN-13: 9780817641665 Publisher: Birkhauser OUR PRICE: $113.99 Product Type: Hardcover - Other Formats Published: May 2001 Annotation: This monograph focuses on the importance of the Laplace distribution and describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. After presenting an historical introduction to the subject, the authors collect and present in a systematic way the univariate Laplace distribution, knowledge of which until now has been scattered in the vast statistical, engineering, and mathematical literature. The multivariate and skewed Laplace distribution are discussed here for the first time in detailed monograph form. Generalizations of Laplace distributions and stochastic processes to which they lead are presented as well. Many results, particularly those on the multivariate and skewed Laplace distribution, appear in print for the first time. 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. Key to the growing interest in the Laplace distribution are its applications, in particular, financial applications. The book covers interesting and recent applications of models based on the Laplace distribution, and will serve as a guide to development in this area of applied research for a broad audience of statisticians, finance experts, economists, engineers, and health scientists. Finally, in opening a new field of research in the theory of statistical distributions, The Laplace Distribution and Generalizations should strongly appeal tothose working in theoretical or applied probability theory. |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Mathematics | Probability & Statistics - General - Business & Economics | Statistics |
| Dewey: 330.015 |
| LCCN: 00068900 |
| Series: Progress in Mathematics |
| Physical Information: 0.97" H x 7.26" W x 10.27" (1.86 lbs) 349 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the end of the 20th century about the Laplace distribution and its numerous generalizations and extensions. We have tried to cover both theoretical developments and applications. There were two main reasons for writing this book. The first was our conviction that the areas and situations where the Laplace distribution naturally occurs is so extensive that tracking the original sources is unfeasible. The second was our observation of the growing demand for statistical distributions having properties tangent to those exhibited by the Laplace laws. These two "necessary" conditions justified our efforts that led to this book. Many details are arranged primarily for reference, such as inclusion of the most commonly used terminology and notation. In several cases, we have proposed unification to overcome the ambiguity of notions so often present in this area. Personal taste may have done some injustice to the subject matter by omitting or emphasizing certain topics due to space limitations. We trust that this feature does not constitute a serious drawback-in our literature search we tried to leave no stone unturned (we collected over 400 references). |