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Estimation and goodness-of-fit testing for non-negative random variables with explicit Laplace transform

Barabesi, Lucio et al.
arXiv (All) · Papers
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statistics-theory
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a simple expression of the corresponding Laplace transform. Rely
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