• ON GENERALIZED SKEW-LAPLACE DISTRIBUTION

Abstract

In this paper, we study the basic properties such as a stochastic representation and moment estimators of the class of the generalized skew-Laplace (GSL) distribution.  We consider the general case by inclusion of location and scale parameters. We derive the cumulative distribution function (CDF) and the general properties of the GSL distribution in explicit form, such as: the moment generating function (MGF), characteristic function (CF), Laplace and Fourier transforms. Expressions for the n^th moment, skewness and kurtosis coefficients are obtained.  It should be noted that some known results are obtained as special cases. Graphical illustration of the probability density function (pdf) and CDF of the GSL distribution are also given. Skewness- kurtosis graphs for this distribution have been represented.  Further, we get a numerical example for skewness-kurtosis coefficients for this distribution.