Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 31819
Confidence Intervals for Double Exponential Distribution: A Simulation Approach

Authors: M. Alrasheedi


The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

Digital Object Identifier (DOI):

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3388


[1] S. Kotz, T. Kozubowski, K. Podgorski, The Laplace Distribution and Generalizations, Birkhauser Boston, 2001, Ch. 2-4.
[2] N. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, Vol. 2, Wiley-Interscience, 1995, Ch. 24 .
[3] Y. R. Gel, "Test of fit for a Laplace distribution against heavier tailed alternatives", Computational Statistics and Data Analysis, Vol. 54, no. 4, pp. 958-965, 2010.
[4] N. Ekstrand, B. Smeets, "Weighting of double exponential distributed data in lossless image compression", Lund University. Data compression conference, March 30-April 01, 1998.
[5] J. Rice, Mathematical statistics and data analysis, 3rd edition, Thomson Brooks/Cole, 2007, p. 275-280.