The Laplace Distribution¶
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gsl_ran_laplace
(a)¶ This function returns a random variate from the Laplace distribution with width
a
. The distribution is,\[p(x) dx = {1 \over 2 a} \exp(-|x/a|) dx\]for \(-\infty < x < \infty\).
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gsl_ran_laplace_pdf
(x, a)¶ This function computes the probability density \(p(x)\) at \(x\) for a Laplace distribution with width
a
, using the formula given above.
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gsl_ran_laplace_P
(x, a)¶
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gsl_ran_laplace_Q
(x, a)¶
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gsl_ran_laplace_Pinv
(P, a)¶
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gsl_ran_laplace_Qinv
(Q, a)¶ These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the Laplace distribution with width
a
.