双参数离散偏拉普拉斯分布的若干性质和参数估计

Properties and parameter estimations of two-parameter discrete skew laplace distribution

本文利用连续分布离散化的一般方法,推导出一种双参数离散偏拉普拉斯分布,并且研究了该分布的若干性质,讨论了参数估计等有关问题以及进行了蒙特卡罗模拟研究,最后通过实例分析展示了该分布能有效的拟合数据.

In this paper,a two-parameter discrete skew Laplace distribution is deduced by using the general method of discretization of continuous distribution.Some properties of the distribution are studied.Some problems such as parameter estimation and Monte Carlo simulation are discussed.Finally,an example is given to show that the distribution can effectively fit the data.