The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju (Department of Statistics, Yeungnam University) ;
  • Woo, Jung-Soo (Department of Statistics, Yeungnam University)
  • Published : 2007.04.30


We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.