laplace

The Laplace distribution, sometimes called the double exponential distribution, is an unbounded continuous distribution that has a very sharp central peak, located at theta. The distribution scales with phi.

The Laplace distribution can be used to describe the difference of two independent, and equally distributed, exponentials. It is also used in error analysis.

Sample

phi=1; theta=0

laplace(double phi, double theta)

Description

Generates a sample of the Laplace distribution.

Parameters

Name

Type

Description

phi

double

the scaling parameter

theta

double

the mode, or central peak position

Result

Type

Description

double

the generated sample


laplace(double phi, double theta, java.util.Random r)

Description

Generates a sample of the Laplace distribution using the specified random number generator.

Parameters

Name

Type

Description

phi

double

the scaling parameter

theta

double

the mode, or central peak position

r

java.util.Random

the random number generator

Result

Type

Description

double

the generated sample

This document includes content from the Stat::Fit User's Manual. Copyright 2016 Geer Mountain Software Corp.