A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations

DOI10.1016/j.spl.2004.11.019zbMath1076.60013OpenAlexW2067256517MaRDI QIDQ2483864

Samuel Kotz, Johan René 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

zbMATH Keywords

beta distributionbounded supporttriangular distributiontwo-sided power distributionlower and upper quantilesPERT model refinementrisk and uncertainty assessmentthree-point approximations

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Large deviations (60F10)

Related Items (2)

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model ⋮ Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support

Cites Work

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• Better Estimation of PERT Activity Time Parameters
• Three-Point Approximations for Continuous Random Variables
• Application of a Technique for Research and Development Program Evaluation
• Approximate means and standard deviations based on distances between percentage points of frequency curves

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