Laplace Distribution |
(continuous probability dist for equations) |
Usage: |
LaplaceDist (x, m, b) |
Definition: |
(1/(2b)) exp (- |x-m|/b) |
Required: |
b > 0 |
Support: |
- ¥ < x < ¥ |
Moments: |
mean = m s^2 = 2 b^2 g 1 = 0 b2 = 3 |
Its pdf is two exponential distributions spliced together back-to-back. The difference between two iid exponential distribution random variables follows a Laplace distribution.
Also known as the "double exponential" distribution.