What is Laplace distribution?, Explain Laplace distribution, Define Laplace distribution

#Laplacedistribution #audioversity
~~~ Laplace distribution ~~~

Title: What is Laplace distribution?, Explain Laplace distribution, Define Laplace distribution
Created on: 2018-12-27
Source Link: https://en.wikipedia.org/wiki/Laplace_distribution

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Description: In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distribution, because it can be thought of as two exponential distributions spliced together back-to-back, although the term is also sometimes used to refer to the Gumbel distribution. The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution, as is a Brownian motion evaluated at an exponentially distributed random time. Increments of Laplace motion or a variance gamma process evaluated over the time scale also have a Laplace distribution.

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