Difference between pages "Hypocycloid" and "Laplace distribution"
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− | A | + | A continuous probability distribution with density |
− | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/ | + | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574601.png" /></td> </tr></table> |
− | < | + | where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574602.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574603.png" />, is a shift parameter and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574604.png" /> is a scale parameter. The density of the Laplace distribution is symmetric about the point <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574605.png" />, and the derivative of the density has a discontinuity at <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574606.png" />. The characteristic function of the Laplace distribution with parameters <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574607.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574608.png" /> is |
− | + | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l0574609.png" /></td> </tr></table> | |
− | < | + | The Laplace distribution has finite moments of any order. In particular, its [[Mathematical expectation|mathematical expectation]] is <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746010.png" /> and its variance (cf. [[Dispersion|Dispersion]]) is <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746011.png" />. |
− | The | + | The Laplace distribution was first introduced by P. Laplace [[#References|[1]]] and is often called the "first law of Laplacefirst law of Laplace" , in contrast to the "second law of Laplacesecond law of Laplace" , as the [[Normal distribution|normal distribution]] is sometimes called. The Laplace distribution is also called the two-sided exponential distribution, on account of the fact that the Laplace distribution coincides with the distribution of the random variable |
− | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/ | + | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746012.png" /></td> </tr></table> |
− | <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/ | + | where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746013.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746014.png" /> are independent random variables that have the same [[Exponential distribution|exponential distribution]] with density <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746015.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746016.png" />. The Laplace distribution with density <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746017.png" /> and the [[Cauchy distribution|Cauchy distribution]] with density <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746018.png" /> are related in the following way: |
− | < | + | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746019.png" /></td> </tr></table> |
− | + | and | |
− | + | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l057/l057460/l05746020.png" /></td> </tr></table> | |
====References==== | ====References==== | ||
− | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> | + | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> P.S. Laplace, "Théorie analytique des probabilités", Paris (1812)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> W. Feller, [[Feller, "An introduction to probability theory and its applications"|"An introduction to probability theory and its applications"]], '''2''', Wiley (1971)</TD></TR></table> |
+ | ====Comments==== | ||
− | |||
− | |||
− | |||
====References==== | ====References==== | ||
− | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> | + | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> E. Lukacs, "Characteristic functions" , Griffin (1970)</TD></TR></table> |
Revision as of 09:15, 4 May 2012
A continuous probability distribution with density
![]() |
where ,
, is a shift parameter and
is a scale parameter. The density of the Laplace distribution is symmetric about the point
, and the derivative of the density has a discontinuity at
. The characteristic function of the Laplace distribution with parameters
and
is
![]() |
The Laplace distribution has finite moments of any order. In particular, its mathematical expectation is and its variance (cf. Dispersion) is
.
The Laplace distribution was first introduced by P. Laplace [1] and is often called the "first law of Laplacefirst law of Laplace" , in contrast to the "second law of Laplacesecond law of Laplace" , as the normal distribution is sometimes called. The Laplace distribution is also called the two-sided exponential distribution, on account of the fact that the Laplace distribution coincides with the distribution of the random variable
![]() |
where and
are independent random variables that have the same exponential distribution with density
,
. The Laplace distribution with density
and the Cauchy distribution with density
are related in the following way:
![]() |
and
![]() |
References
[1] | P.S. Laplace, "Théorie analytique des probabilités", Paris (1812) |
[2] | W. Feller, "An introduction to probability theory and its applications", 2, Wiley (1971) |
Comments
References
[a1] | E. Lukacs, "Characteristic functions" , Griffin (1970) |
Hypocycloid. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Hypocycloid&oldid=14707