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
.