Confidence Intervals for Double Exponential Distribution: A Simulation Approach
The double exponential model (DEM), or Laplace
distribution, is used in various disciplines. However, there are issues
related to the construction of confidence intervals (CI), when using
the distribution.In this paper, the properties of DEM are considered
with intention of constructing CI based on simulated data. The
analysis of pivotal equations for the models here in comparisons with
pivotal equations for normal distribution are performed, and the
results obtained from simulation data are presented.
[1] S. Kotz, T. Kozubowski, K. Podgorski, The Laplace Distribution and
Generalizations, Birkhauser Boston, 2001, Ch. 2-4.
[2] N. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate
Distributions, Vol. 2, Wiley-Interscience, 1995, Ch. 24 .
[3] Y. R. Gel, "Test of fit for a Laplace distribution against heavier tailed
alternatives", Computational Statistics and Data Analysis, Vol. 54, no. 4,
pp. 958-965, 2010.
[4] N. Ekstrand, B. Smeets, "Weighting of double exponential distributed
data in lossless image compression", Lund University. Data compression
conference, March 30-April 01, 1998.
[5] J. Rice, Mathematical statistics and data analysis, 3rd edition, Thomson
Brooks/Cole, 2007, p. 275-280.
[1] S. Kotz, T. Kozubowski, K. Podgorski, The Laplace Distribution and
Generalizations, Birkhauser Boston, 2001, Ch. 2-4.
[2] N. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate
Distributions, Vol. 2, Wiley-Interscience, 1995, Ch. 24 .
[3] Y. R. Gel, "Test of fit for a Laplace distribution against heavier tailed
alternatives", Computational Statistics and Data Analysis, Vol. 54, no. 4,
pp. 958-965, 2010.
[4] N. Ekstrand, B. Smeets, "Weighting of double exponential distributed
data in lossless image compression", Lund University. Data compression
conference, March 30-April 01, 1998.
[5] J. Rice, Mathematical statistics and data analysis, 3rd edition, Thomson
Brooks/Cole, 2007, p. 275-280.
@article{"International Journal of Engineering, Mathematical and Physical Sciences:57883", author = "M. Alrasheedi", title = "Confidence Intervals for Double Exponential Distribution: A Simulation Approach", abstract = "The double exponential model (DEM), or Laplace
distribution, is used in various disciplines. However, there are issues
related to the construction of confidence intervals (CI), when using
the distribution.In this paper, the properties of DEM are considered
with intention of constructing CI based on simulated data. The
analysis of pivotal equations for the models here in comparisons with
pivotal equations for normal distribution are performed, and the
results obtained from simulation data are presented.", keywords = "Confidence intervals, double exponential model,
pivotal equations, simulation", volume = "6", number = "1", pages = "61-5", }