On the Gaussian Mixture Representation of the Laplace Distribution

DOI10.1080/00031305.2017.1291448OpenAlexW2593685511WikidataQ58248591 ScholiaQ58248591MaRDI QIDQ5882526

Joseph K. Blitzstein, Peng Ding

Publication date: 17 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2017.1291448

zbMATH Keywords

moment generating functionscale mixtureBartlett decompositionLegendre's duplication formulaGauss-Laplace representation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Matrix variate generalized asymmetric Laplace distributions ⋮ Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions

Cites Work

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• Bounds for the distribution of the generalized variance
• On the Distribution of $2 \times 2$ Random Normal Determinants
• The Bayesian Lasso
• On scale mixtures of normal distributions
• A Stochastic Approach to the Gamma Function
• The distribution of random determinants

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