DiscreteLaplace (version 1.1.1)

Edlaplace2: First- and second-order moments of ADSL

Description

First- and second-order moment of the ADSL distribution.

Usage

Edlaplace2(p, q)

Arguments

p

the first parameter $p$, in $(0,1)$, of the ADSL

q

the first parameter $q$, in $(0,1)$, of the ADSL

Value

A list containing the first- and the second-order moments of the ADSL distribution, E1 and E2.

Details

For the ADSL distribution,

$E(X;p,q)=\frac{\log q}{\log(pq)}\frac{p}{1-p}-\frac{\log p}{\log(pq)}\frac{1}{1-q}$

and

$E(X^2;p,q)=\frac{\log q}{\log(pq)}\frac{p(1+p)}{(1-p)^2}+\frac{\log p}{\log(pq)}\frac{1+q}{(1-q)^2}$

References

A. Barbiero, An alternative discrete Laplace distribution, Statistical Methodology, 16: 47-67

See Also

estdlaplace2, loss, ddlaplace2

Examples

Edlaplace2(p=0.3, q=0.3)
Edlaplace2(p=0.3, q=0.6)
Edlaplace2(p=0.6, q=0.3)
Edlaplace2(p=0.6, q=0.6)