(Basic Statistics for Citizen Data Scientist)
The pdf of the Laplace distribution (aka the double exponential distribution) with location parameter μ and scale parameter β is
where β > 0. The cdf is
The inverse of the Laplace distribution is
Key statistical properties of the Laplace distribution are shown in Figure 1.
Figure 2 shows a graph of the Laplace distribution for different values of μ and β.
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
Statistics for Beginners in Excel – Laplace Distribution
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