Journal of the Korean Statistical Society
- Volume 17 Issue 1
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- Pages.46-55
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- 1988
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
On Two-Piece Double Exponential Distribution
- Lingappaiah, G.S. (Department of Mathematics, Sir George Williams Campus Concordia University)
- Published : 1988.06.01
Abstract
Two-piece double exponential distribution (TPDE) with one piece $(X \leq 0)$ having the scale parameter $\theta_1$ while the other piece (X>0) having $\theta_2$ is considered here. Distribution of the sum of n-independent variables from such a distribution is obtained. Special cases of this distribution are also treated. Next, distribution of the ratio of two independent (TPDE) variables is derived. As an extension, distribution of $x_1/x_2x_3$ is expressed terms of hypergeometric functions. A small table gives the power of the test regarding double exponential against (TPDE).
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