chapter  21
12 Pages

- Laplace Distribution

The Laplace distribution is also referred to as the double exponential distribution (see Figure 21.1). For any given probability p, the inverse distribution is given by

F−1(p|a, b) = {

a+ b ln(2p) for 0 < p ≤ 0.5, a− b ln(2(1− p)) for 0.5 < p < 1. (21.3)

Mean: a

Median: a

Mode: a

Variance: 2b2

Mean Deviation: b

Coefficient of Variation: b √ 2

Coefficient of Skewness: 0

Coefficient of Kurtosis: 6

Moments about the Mean: E(X − a)k = {

0 for k = 1, 3, 5, . . . k!bk for k = 2, 4, 6, . . .