Symmetric Multivariate Laplace Distribution

  • Samuel Kotz
  • Tomaz J. Kozubowski
  • Krzysztof Podgórski

Abstract

In this chapter we discuss a natural extension of the univariate symmetric Laplace distribution to the multivariate setting. The material discussed here has not — to the best of our knowledge — appeared before in book literature. A comparison with the commonly used multivariate normal distribution would be most instructive.

Keywords

Covariance 

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Samuel Kotz
    • 1
  • Tomaz J. Kozubowski
    • 2
  • Krzysztof Podgórski
    • 3
  1. 1.Department of Engineering Management and Systems EngineeringGeorge Washington UniversityWashingtonUSA
  2. 2.Department of MathematicsUniversity of NevadaRenoUSA
  3. 3.Department of Mathematical SciencesIndiana University—Purdue UniversityIndianapolisUSA

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