The Laplace distribution
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The Laplace distribution is akin to two exponential
distributions spliced together.
![[SmartChart]](I/LaplaceDistribution_files/image001.gif)
![[SmartChart]](I/LaplaceDistribution_files/image002.gif)
![[SmartChart]](I/LaplaceDistribution_files/image003.gif)
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Distribution name
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Laplace
distribution
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Common notation
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Parameters
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 =
location parameter
 =
scale parameter ( )
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Domain
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Probability density
function
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Cumulative distribution
function
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Mean
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Variance
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Skewness
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(Excess) kurtosis
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Characteristic function
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Other comments
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The median and mode are . The
inverse cdf (i.e. quantile) function is  .
If  and  then .
It is sometimes referred to as the double exponential
distribution (but this term is also apparently also used sometimes of the
Gumbel distribution)
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Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “laplace”. For
details of other supported probability distributions see here.
NAVIGATION LINKS
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