Journal of the Korean Data and Information Science Society
- Volume 18 Issue 2
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- Pages.573-584
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- 2007
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- 1598-9402(pISSN)
The Approximate MLE in a Skew-Symmetric Laplace Distribution
- Son, Hee-Ju (Department of Statistics, Yeungnam University) ;
- Woo, Jung-Soo (Department of Statistics, Yeungnam University)
- Published : 2007.04.30
Abstract
We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.