In this paper, we use the moment generating function of the double gamma random variable to derive the sample mean distribution of the Laplace (double exponential) model. The proposed approach simplifies the Bessel function approach in the investigation of the Laplace sample mean. The connection...

We prove the conjecture that the generalised inverse Gaussian distribution is positively skew. Copyright Biometrika Trust 2003, Oxford University Press.

A characterization of the matrix variate normal distribution having identically distributed row vectors based on conditional normality is given.

Problems of specification of discrete bivariate statistical models by a modified power series conditional distribution and a regression function are studied. An identifiability result for a wide class of such mixtures with infinite support is obtained. Also the finite support case within a more...