Ӧ�ø���ͳ�� 2010, 26(3) 245-254 DOI:      ISSN: 1001-4268 CN: 31-1256

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�ǶԳ�Laplace�ֲ�
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�ǶԳ�Marshall-Olkin Laplace�ֲ�
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������һ���µĸ��ʷֲ���-----�ǶԳ�Marshall-Olkin
Laplace�ֲ�(AMOL), ��������һ�ֲ��������,
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Laplace�ֲ����Իع�����е�Ӧ��,
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�ؼ����� �ǶԳ�Laplace�ֲ�   �Իع�ģ��   Laplace�ֲ�   �ǶԳ�Marshall-Olkin Laplace�ֲ�  
Asymmetric Marshall-Olkin Laplace Distributionand Its Application in Autoregressive Model
Yan Rongfang,Zhang Juan
College of Mathematics and Information Science,Northwest Normal University,Department of Mathematics, Dingxi Teachers college
Abstract:

In this paper, a new class of distributions,
namely asymmetric Marshall-Olkin Laplace (AMOL) distribution, is
introduced, some properties and numerical characteristics of AMOL
are obtained, and a necessary and sufficient of autoregressive model
with AMOL as marginal distribution is derived.

Keywords: Asymmetric Laplace distribution   autoregressivemodel   Laplace distribution   asymmetric Marshall-Olkin Laplacedistribution  
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