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The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance - Softcover
Synopsis
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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Review
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)
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LAPLACE DISTRIBUTION AND GENERALIZATIONS: A REVISIT WITH APPLICATIONS TO COMMUNICATIONS, ECONOMICS, ENGINEERING, AND FINANCE
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The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance
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Laplace Distribution and Generalizations : A Revisit With Applications to Communications, Economics, Engineering, and Finance
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The Laplace Distribution and Generalizations (Paperback)
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Springer-Verlag New York Inc., New York, 2012
ISBN 10: 1461266467
ISBN 13: 9781461266464
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Paperback. Condition: new. Paperback. 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). 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781461266464
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The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance
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Laplace Distribution and Generalizations : A Revisit With Applications to Communications, Economics, Engineering, and Finance
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The Laplace Distribution and Generalizations
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The Laplace Distribution and Generalizations
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Birkhäuser Boston Nov 2012, 2012
ISBN 10: 1461266467
ISBN 13: 9781461266464
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 372 pp. Englisch. Seller Inventory # 9781461266464
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