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 between two independent, and equally distributed, exponents. It is also used in error analysis.
phi = 1; theta = 0
- Description
- Generates a sample of the Laplace distribution.
- Parameters
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Name Type of value Description phi double The scaling parameter. theta double The mode, or central peak position. - Result
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Type Description double the generated sample
- Description
- Generates a sample of the Laplace distribution using the specified random number generator.
- Parameters
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Name Type of value Description phi double The scaling parameter. theta double The mode, or central peak position. r java.util.Random The random number generator. - Result
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Type Description double The generated sample.
This document includes content from the “Stat::Fit User’s Manual”. Copyright 2016 Geer Mountain Software Corp.
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