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Laplace Distribution: (The Horizontal Scale Is Determined by The Parametric Values)

The Laplace distribution is an alternative to the normal distribution for probabilistic analysis of measurement errors. It is characterized by two parameters: location (a) and scale (b). Its probability density function and distribution function are defined in terms of a and b. Its moments include the mean (a), variance (2b^2), and others.

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36 views4 pages

Laplace Distribution: (The Horizontal Scale Is Determined by The Parametric Values)

The Laplace distribution is an alternative to the normal distribution for probabilistic analysis of measurement errors. It is characterized by two parameters: location (a) and scale (b). Its probability density function and distribution function are defined in terms of a and b. Its moments include the mean (a), variance (2b^2), and others.

Uploaded by

neverwolf
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLS, PDF, TXT or read online on Scribd
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Laplace Distribution

Basic References: Clculo de probabilidades y Estadstica . H. Fernndez-Abascal et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in Statis
Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo

The Laplace distribution (Laplace, 1774) was proposed by


the author previous to the formulation of the normal
distribution. It is used as an alternative for the normal
distribution for the probabilistic analysis of measurement
-1
errors. The probability density equals f(x)=(2b) exp{-|xa|/b} . The parameters a and b>0 are the location and scale
parameters, respectively. The distribution function equals
F(x)=0.5exp{-(a-x)/b} for x<a and F(x)=1- 0.5exp{-(xa)/b} for x>=a . Their four relevant moments are E[X]=a ,
Var(X)=2b 2 , g 1 =0 and g 2 =3 . The mode and the median
are equal to the average. Quantiles are computed by the
expression q r =a+b ln(2r) for r<0.5 and q r =a-b ln[2(1-r)]
for r>=0.5 . The figure shows a comparison between the
normal and logistic distributions (both having the same
average and variance)

(The horizontal scale is determined by the pa

Prob. density

a=
2
b=
2
The parameters a and b can
be changed whereby b>0
E[X]=
2.000
Var(X)=
8.000
Std. Dev.=
2.828
Mode=
2.000
Med(X)=
2.000
Fisher g1=
0.000
Symmetric
Fisher g2=
3.000
Steep
Quantiles
Distribution function
qr
r
x
F(x)
0.1
-1.22
1
0.30327
0.25
0.61
2
0.50000
0.5
2.00
3
0.69673
0.75
3.39
4
0.81606
0.9
5.22
5
0.88843
(Enter other x -values or r -percentages)

-8

-6

-4
Prob. density

Probability for the range not covered by the figure (p[ |X-a|

aplace Distribution

al et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in Statistics . N.L. Johnson et al. (Vol. 1-4). (Ed. J. Wiley y
Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo

Laplace Distribution
(The horizontal scale is determined by the parametric values)

0.3

1.2

0.2

0.8

0.15

0.6

0.1

0.4

0.05

0.2

0
-2
Prob. density

0
0

2
Normal density

10

Distribution function

ability for the range not covered by the figure (p[ |X-a| > 3 s ] )=

0.014370

12

Distribution function

0.25

0
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-6.48528137
-6.31557575
-6.14587012
-5.97616449
-5.80645886
-5.63675324
-5.46704761
-5.29734198
-5.12763635
-4.95793073
-4.7882251
-4.61851947
-4.44881384
-4.27910822
-4.10940259
-3.93969696
-3.76999133
-3.60028571
-3.43058008
-3.26087445
-3.09116882
-2.9214632
-2.75175757
-2.58205194
-2.41234631
-2.24264069
-2.07293506
-1.90322943
-1.7335238
-1.56381818
-1.39411255
-1.22440692
-1.05470129
-0.88499567
-0.71529004
-0.54558441
-0.37587878
-0.20617316
-0.03646753
0.1332381
0.30294373
0.47264935
0.64235498
0.81206061
0.98176624
1.15147186
1.32117749
1.49088312
1.66058875
1.83029437
2
2.16970563

0.0035924
0.00391053
0.00425683
0.00463381
0.00504416
0.00549086
0.00597711
0.00650642
0.00708261
0.00770983
0.00839258
0.0091358
0.00994484
0.01082553
0.0117842
0.01282777
0.01396376
0.01520034
0.01654644
0.01801174
0.0196068
0.02134312
0.0232332
0.02529065
0.02753031
0.02996831
0.03262221
0.03551113
0.03865588
0.04207913
0.04580552
0.04986191
0.05427753
0.05908417
0.06431648
0.07001214
0.0762122
0.08296131
0.0903081
0.0983055
0.10701112
0.11648769
0.12680347
0.13803278
0.15025653
0.16356277
0.17804737
0.19381469
0.2109783
0.22966187
0.25
0.22966187

0.0071848
0.00782106
0.00851367
0.00926761
0.01008832
0.01098171
0.01195422
0.01301285
0.01416522
0.01541965
0.01678517
0.01827161
0.01988968
0.02165105
0.0235684
0.02565554
0.02792752
0.03040069
0.03309288
0.03602348
0.0392136
0.04268623
0.04646639
0.05058131
0.05506063
0.05993663
0.06524442
0.07102226
0.07731177
0.08415825
0.09161104
0.09972383
0.10855505
0.11816835
0.12863296
0.14002429
0.1524244
0.16592262
0.1806162
0.196611
0.21402225
0.23297538
0.25360694
0.27606557
0.30051306
0.32712555
0.35609475
0.38762937
0.4219566
0.45932374
0.5
0.54067626

0.0015669
0.00187254
0.00222976
0.00264559
0.00312769
0.00368436
0.0043245
0.00505762
0.00589377
0.00684348
0.00791766
0.00912754
0.01048448
0.01199987
0.01368494
0.01555055
0.01760699
0.01986374
0.02232922
0.02501051
0.0279131
0.0310406
0.03439448
0.03797378
0.04177491
0.04579139
0.05001365
0.05442894
0.05902116
0.06377084
0.06865514
0.07364793
0.0787199
0.08383881
0.08896971
0.09407534
0.0991165
0.10405254
0.10884186
0.11344249
0.11781269
0.12191157
0.12569973
0.12913986
0.13219736
0.13484096
0.13704317
0.13878084
0.1400355
0.14079374
0.1410474
0.14079374

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2.33941125
2.50911688
2.67882251
2.84852814
3.01823376
3.18793939
3.35764502
3.52735065
3.69705627
3.8667619
4.03646753
4.20617316
4.37587878
4.54558441
4.71529004
4.88499567
5.05470129
5.22440692
5.39411255
5.56381818
5.7335238
5.90322943
6.07293506
6.24264069
6.41234631
6.58205194
6.75175757
6.9214632
7.09116882
7.26087445
7.43058008
7.60028571
7.76999133
7.93969696
8.10940259
8.27910822
8.44881384
8.61851947
8.7882251
8.95793073
9.12763635
9.29734198
9.46704761
9.63675324
9.80645886
9.97616449
10.1458701
10.3155757
10.4852814

0.2109783
0.19381469
0.17804737
0.16356277
0.15025653
0.13803278
0.12680347
0.11648769
0.10701112
0.0983055
0.0903081
0.08296131
0.0762122
0.07001214
0.06431648
0.05908417
0.05427753
0.04986191
0.04580552
0.04207913
0.03865588
0.03551113
0.03262221
0.02996831
0.02753031
0.02529065
0.0232332
0.02134312
0.0196068
0.01801174
0.01654644
0.01520034
0.01396376
0.01282777
0.0117842
0.01082553
0.00994484
0.0091358
0.00839258
0.00770983
0.00708261
0.00650642
0.00597711
0.00549086
0.00504416
0.00463381
0.00425683
0.00391053
0.0035924

0.5780434
0.61237063
0.64390525
0.67287445
0.69948694
0.72393443
0.74639306
0.76702462
0.78597775
0.803389
0.8193838
0.83407738
0.8475756
0.85997571
0.87136704
0.88183165
0.89144495
0.90027617
0.90838896
0.91584175
0.92268823
0.92897774
0.93475558
0.94006337
0.94493937
0.94941869
0.95353361
0.95731377
0.9607864
0.96397652
0.96690712
0.96959931
0.97207248
0.97434446
0.9764316
0.97834895
0.98011032
0.98172839
0.98321483
0.98458035
0.98583478
0.98698715
0.98804578
0.98901829
0.98991168
0.99073239
0.99148633
0.99217894
0.9928152

0.1400355
0.13878084
0.13704317
0.13484096
0.13219736
0.12913986
0.12569973
0.12191157
0.11781269
0.11344249
0.10884186
0.10405254
0.0991165
0.09407534
0.08896971
0.08383881
0.0787199
0.07364793
0.06865514
0.06377084
0.05902116
0.05442894
0.05001365
0.04579139
0.04177491
0.03797378
0.03439448
0.0310406
0.0279131
0.02501051
0.02232922
0.01986374
0.01760699
0.01555055
0.01368494
0.01199987
0.01048448
0.00912754
0.00791766
0.00684348
0.00589377
0.00505762
0.0043245
0.00368436
0.00312769
0.00264559
0.00222976
0.00187254
0.0015669

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