Statistics 简明教程

Statistics - Laplace Distribution

拉普拉斯分布表示具有相同指数分布的两个独立变量之间的差的分布。它也被称为双指数分布。

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

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Probability density function

拉普拉斯分布的概率密度函数表示为:

Probability density function of Laplace distribution is given as:

Formula

其中——

Where −

  1. ${\mu}$ = location parameter.

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

  3. ${x}$ = random variable.

Cumulative distribution function

拉普拉斯分布的累积分布函数表示为:

Cumulative distribution function of Laplace distribution is given as:

Formula

其中——

Where −

  1. ${\mu}$ = location parameter.

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

  3. ${x}$ = random variable.