Laplace distribution

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A distribution, first given by Laplace in 1774, that has probability density function f given by where ϕ is a positive parameter. The distribution is also called the double exponential distribution and is the distribution of the difference of two independent exponential random variables with the same mean. The distribution is symmetrical about 0, which is therefore both its mean and its mode. The distribution has variance 2ϕ2.

Laplace distribution. Each distribution has variance equal to 2ϕ2.

Subjects: Probability and Statistics.

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