Statistics for Beginners in Excel – Laplace Distribution

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(Basic Statistics for Citizen Data Scientist)

Laplace Distribution

The pdf of the Laplace distribution (aka the double exponential distribution) with location parameter μ and scale parameter β is

Laplace distribution pdf

where β > 0. The cdf is

Laplace distribution cdf

The inverse of the Laplace distribution is

inverse Laplace distribution function

Key statistical properties of the Laplace distribution are shown in Figure 1.

 

Laplace distribution propertiesFigure 1 – Statistical properties of the Laplace distribution

 

Figure 2 shows a graph of the Laplace distribution for different values of μ and β.

 

Laplace distribution chart

Figure 2 – Chart of Laplace distribution

 

Real Statistics Functions: The Real Statistics Resource Pack provides the following functions for the Laplace distribution.

LAPLACE_DIST(x, μ, β, cum) = the pdf of the Laplace distribution f(x) when cum = FALSE and the corresponding cumulative distribution function F(x) when cum = TRUE.

LAPLACE_INV(p, μ, β) = the inverse of the Laplace distribution at p

 

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Statistics for Beginners in Excel – Laplace Distribution

 

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