Ad
related to: laplace distribution cdf chart excel worksheet examples printable list
Search results
Results From The WOW.Com Content Network
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 along the abscissa, although the term is also sometimes used to refer to ...
The wrapped Cauchy distribution; The wrapped Laplace distribution; The wrapped asymmetric Laplace distribution; The Dirac comb of period 2 π, although not strictly a function, is a limiting form of many directional distributions. It is essentially a wrapped Dirac delta function.
The example here is of the Student's t-distribution, which is normally provided in R only in its standard form, with a single degrees of freedom parameter df. The versions below with _ls appended show how to generalize this to a generalized Student's t-distribution with an arbitrary location parameter m and scale parameter s .
For the example in finance, S.G. Kou developed a model for financial instrument prices incorporating an asymmetric Laplace distribution to address problems of skewness, kurtosis and the volatility smile that often occur when using a normal distribution for pricing these instruments. [6]
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable. In spectroscopy, this distribution, with frequency as the dependent variable, is known as a van der Waals profile. [note 1] It is a special case of the inverse-gamma distribution.
The following is a list of Laplace transforms for many common functions of a single variable. [1] The Laplace transform is an integral transform that takes a function of a positive real variable t (often time) to a function of a complex variable s (complex angular frequency ).
Laplace distribution, or bilateral exponential distribution, consisting of two exponential distributions glued together on each side of a threshold; Gumbel distribution, the cumulative distribution function of which is an iterated exponential function (the exponential of an exponential function).
Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .