Laplace Probability Distribution
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A Laplace Probability Distribution is a continuous probability distribution family based on two exponential distributions (with an additional location parameter) spliced together back-to-back
- AKA: Double Exponential Distribution.
- Context:
- It can be instantiated in a Laplace Probability Function.
- See: Location Parameter, Real Number, Scale Parameter, Exponential Distribution, Gumbel Distribution, Laplace Motion, Variance Gamma Process.
References
2015
- (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/Laplace_distribution Retrieved:2015-1-15.
- In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distribution, because it can be thought of as two exponential distributions (with an additional location parameter) spliced together back-to-back, although the term 'double exponential distribution' is also sometimes used to refer to the Gumbel distribution. The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution, as is a Brownian motion evaluated at an exponentially distributed random time. Increments of Laplace motion or a variance gamma process evaluated over the time scale also have a Laplace distribution.