26. Laplace Distribution

  1. Catherine Forbes1,
  2. Merran Evans1,
  3. Nicholas Hastings2 and
  4. Brian Peacock3

Published Online: 16 DEC 2010

DOI: 10.1002/9780470627242.ch26

Statistical Distributions, Fourth Edition

Statistical Distributions, Fourth Edition

How to Cite

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2010) Laplace Distribution, in Statistical Distributions, Fourth Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470627242.ch26

Author Information

  1. 1

    Monash University, Victoria, Australia

  2. 2

    Albany Interactive, Victoria, Australia

  3. 3

    Brian Peacock Ergonomics, SIM University, Singapore

Publication History

  1. Published Online: 16 DEC 2010
  2. Published Print: 29 NOV 2010

ISBN Information

Print ISBN: 9780470390634

Online ISBN: 9780470627242

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Keywords:

  • Laplace distribution;
  • parameter estimation;
  • probability density function;
  • random number;
  • variate

Summary

The Laplace distribution is often known as the double-exponential distribution. In modeling, the Laplace provides a heavier tailed alternative to the normal distribution. This chapter discusses probability density function and distribution function for the Laplace variate. It describes the variate relationships, parameter estimation and random number generation for the Laplace variate.

Controlled Vocabulary Terms

control variate; Laplace distribution; probability density function