The discrete skewed Laplace distribution is a flexible distribution with integer domain and simple closed form that can be applied to model count data. Parameters are estimated under empirical Bayes (EB) analysis and comparison are made between the Bayesian parameter estimation and classical parameter estimation, i.e. the maximum likelihood (ML) approach. The results show that the Bayesian parameter estimations are preferable.
Hossianzadeh, A. and Zare, K
"Bayesian Analysis of Discrete Skewed Laplace Distribution,"
Journal of Modern Applied Statistical Methods: Vol. 15
, Article 40.
Available at: http://digitalcommons.wayne.edu/jmasm/vol15/iss2/40