Book Chapter

The Normal-Laplace Distribution and Its Relatives

  • Reed W
Birkhäuser Boston, (2007), 61-74
DOI: 10.1007/0-8176-4487-3_4
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Abstract

The normal-Laplace (NL) distribution results from convolving independent normally distributed and Laplace distributed components. It is the distribution of the stopped state of a Brownian motion with a normally distributed starting value if the stopping hazard rate...

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Reed, W. J. (2007). The Normal-Laplace Distribution and Its Relatives. In Advances in Distribution Theory, Order Statistics, and Inference (pp. 61–74). Birkhäuser Boston. https://doi.org/10.1007/0-8176-4487-3_4

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