English 中文(简体)
Statistics Tutorial

Selected Reading

Laplace Distribution
  • 时间:2024-11-03

Statistics - Laplace Distribution


Previous Page Next Page  

Laplace distribution represents the distribution of differences between two independent variables having identical exponential distributions. It is also called double exponential distribution.

Laplace distribution

Probabipty density function

Probabipty density function of Laplace distribution is given as:

Formula

${ L(x | mu, b) = frac{1}{2b} e^{- frac{| x - mu |}{b}} }$ $ { = frac{1}{2b} } $ $ egin {cases} e^{- frac{x - mu}{b}}, & ext{if $x lt mu $} \[7pt] e^{- frac{mu - x}{b}}, & ext{if $x ge mu $} end{cases} $

Where −

    ${mu}$ = location parameter.

    ${b}$ = scale parameter and is > 0.

    ${x}$ = random variable.

Cumulative distribution function

Cumulative distribution function of Laplace distribution is given as:

Formula

${ D(x) = int_{- infty}^x}$

$ = egin {cases} frac{1}{2}e^{frac{x - mu}{b}}, & ext{if $x lt mu $} \[7pt] 1- frac{1}{2}e^{- frac{x - mu}{b}}, & ext{if $x ge mu $} end{cases} $ $ { = frac{1}{2} + frac{1}{2}sgn(x - mu)(1 - e^{- frac{| x - mu |}{b}}) } $

Where −

    ${mu}$ = location parameter.

    ${b}$ = scale parameter and is > 0.

    ${x}$ = random variable.

Advertisements