Asymmetric type II compound Laplace distribution and its application to microarray gene expression

In the present paper, the asymmetric type II compound Laplace distribution is introduced and various properties are studied. The maximum likelihood estimation procedure is employed to estimate the parameters of the proposed distribution and an algorithm in R package is developed to carry out the estimation. Simulation studies for various choices of parameter values are performed to validate the algorithm. Finally, we fit the asymmetric type II compound Laplace, asymmetric Laplace, and log-normal distributions to five microarray gene expression datasets and compare them.