A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations
DOI10.1016/J.SPL.2004.11.019zbMATH Open1076.60013OpenAlexW2067256517MaRDI QIDQ2483864FDOQ2483864
Authors: Samuel Kotz, J. R. van Dorp 
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.11.019
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beta distributionbounded supporttriangular distributiontwo-sided power distributionlower and upper quantilesPERT model refinementrisk and uncertainty assessmentthree-point approximations
Probability distributions: general theory (60E05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
- Estimation of the Pareto law from underreported data. A further analysis
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- Application of a technique for research and development program evaluation
- Three-Point Approximations for Continuous Random Variables
- Approximate means and standard deviations based on distances between percentage points of frequency curves
- Practical Use of Distributions in Network Analysis
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- Asymmetric Laplace laws and modeling financial data
- Better Estimation of PERT Activity Time Parameters
- Improved moment-estimation formulas using more than three subjective fractiles
Cited In (8)
- The two-sided power distribution for the treatment of the uncertainty in PERT
- Connecting distributions with power tails on the real line, the half line and the interval
- Quantile regression under asymmetric Laplace distribution in capital asset pricing model
- The generalized two-sided beta distribution with applications in project risk analysis
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
- Creating new distributions by blunting cusps
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- The robustness of mean and variance approximations in risk analysis
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