Asymmetric Laplace Distribution

This distribution is a generalization of the Laplace distribution. It has a single shape parameter $\kappa >0$ that species the distribution's asymmetry. The special case $\kappa =1$ yields the Laplace distribution.

Functions

References

• "Asymmetric Laplace distribution", Wikipedia https://en.wikipedia.org/wiki/Asymmetric_Laplace_distribution

• Kozubowski TJ and Podgórski K, "A Multivariate and Asymmetric Generalization of Laplace Distribution," Computational Statistics 15, 531--540 (2000). 10.1007/PL00022717

Implementation: scipy.stats.laplace_asymmetric