The flexible skew Laplace distribution

Abstract

Skew-symmetric distributions have been discussed by several research-ers. In this article we construct a skew-symmetric Laplace distribution, which is the generalization of distribution given by Ali etal. (2009) and Nekoukhou and Alamatsaz (2012). This new distribution contains more parameters, and this induces flexibility properties, such as unimodality or bimodality. We study on some properties of this distribution. In the last section we also provide an application with a real data. Concerning example has recently been discussed by Nekoukhou etal. (2013) to apply to their model. We compare the behavior of our distribution to their distribution on this example.