Description Usage Arguments Details References Examples
Probability mass, distribution function and random generation for the discrete Laplace distribution parametrized by location and scale.
1 2 3 4 5 |
x, q |
vector of quantiles. |
location |
location parameter. |
scale |
scale parameter; |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X ≤ x] otherwise, P[X > x]. |
n |
number of observations. If |
If U ~ Geometric(1-p) and V ~ Geometric(1-p), then U-V ~ DiscreteLaplace(p), where geometric distribution is related to discrete Laplace distribution in similar way as exponential distribution is related to Laplace distribution.
Probability mass function
f(x) = (1-p)/(1+p) * p^(|x-μ|)
Cumulative distribution function
F(x) = [if x < 0:] p^-floor(x-μ))/(1+p) [else:] 1-(p^(floor(x-μ)+1))/(1+p)
Inusah, S., & Kozubowski, T.J. (2006). A discrete analogue of the Laplace distribution. Journal of statistical planning and inference, 136(3), 1090-1102.
Kotz, S., Kozubowski, T., & Podgorski, K. (2012). The Laplace distribution and generalizations: a revisit with applications to communications, economics, engineering, and finance. Springer Science & Business Media.
1 2 3 4 5 6 7 8 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.