Ad
related to: laplace distribution cdf chart excel free template xls fillable download
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 ...
|cdf_image= — cumulative distribution image-spec, such as: yyy.svg. |cdf_caption= — cumulative distribution image caption |cdf_image_alt= — alternative text for the image in |cdf_image= |notation= — typical designation for this distribution, for example (,). The notation should include all the distribution parameters explained in the ...
You are free: to share – to copy, distribute and transmit the work; to remix – to adapt the work; Under the following conditions: attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made.
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).
Well-known families in which the functional form of the distribution is consistent throughout the family include the following: Normal distribution; Elliptical distributions; Cauchy distribution; Uniform distribution (continuous) Uniform distribution (discrete) Logistic distribution; Laplace distribution; Student's t-distribution
The variance-gamma distribution, generalized Laplace distribution [2] or Bessel function distribution [2] is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the gamma distribution. The tails of the distribution decrease more slowly than the normal distribution. It is ...
The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.
Matrix F-distribution; Matrix gamma distribution; Matrix normal distribution; Matrix t-distribution; Matrix variate beta distribution; Mehler kernel; Multivariate Behrens–Fisher problem; Multivariate Laplace distribution; Multivariate logistic distribution; Multivariate normal distribution; Multivariate t-distribution; Multivariate Pareto ...