Laplace Distribution

The Laplace distribution is symmetrical and leptokurtic (a long word meaning more "peaky" than a normal distribution).  Its kurtosis (dispersion of data around the mean) is higher than that of the normal, as shown in the table below.

	IQR	F(2.00)	Kurtosis
Normal	1.35	0.98	3.0
Logistic	1.21	0.97	4.2
Laplace	0.98	0.97	6.0

The Laplace distribution is also known as the double exponential distribution.

It is used for modelling in signal processing, various biological processes, finance and economics.

Profile

Parameters

Parameter	Description	Characteristics
mean	The mean value	A float > 0 and < ∞
scale	Determines the profile of the distribution.	A float > 0

Range

The range is from negative infinity to positive infinity

Functions

The distribution can be defined in terms of the standard deviation by changing the scale to:

Properties

Page Updated 30-Nov-2004

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