double exponential distribution
GPTKB entity
Statements (28)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:organization
|
gptkbp:alsoKnownAs |
gptkb:Laplace_distribution
|
gptkbp:characteristic |
φ(t) = exp(iμt)/(1 + b^2 t^2)
|
gptkbp:cumulativeDistributionFunction |
F(x|μ,b) = 0.5 * exp((x-μ)/b) for x < μ
F(x|μ,b) = 1 - 0.5 * exp(-(x-μ)/b) for x ≥ μ |
gptkbp:entropy |
1 + ln(2b)
|
gptkbp:hasExponentialTails |
true
|
gptkbp:hasSpecialCase |
exponential power distribution
|
https://www.w3.org/2000/01/rdf-schema#label |
double exponential distribution
|
gptkbp:kurtosis |
3
|
gptkbp:meaning |
μ
|
gptkbp:medium |
μ
|
gptkbp:mode |
μ
|
gptkbp:namedAfter |
gptkb:Pierre-Simon_Laplace
|
gptkbp:parameter |
location parameter μ
scale parameter b > 0 |
gptkbp:probabilityDensityFunction |
f(x|μ,b) = (1/(2b)) * exp(-|x-μ|/b)
|
gptkbp:relatedTo |
gptkb:normal_distribution
gptkb:exponential_distribution |
gptkbp:skewness |
0
|
gptkbp:supports |
x ∈ (−∞, ∞)
|
gptkbp:symmetry |
true
|
gptkbp:usedIn |
gptkb:signal_processing
econometrics robust statistics |
gptkbp:variant |
2b^2
|
gptkbp:bfsParent |
gptkb:Laplace_distribution
|
gptkbp:bfsLayer |
6
|