C# 클래스 Accord.Statistics.Distributions.Univariate.LaplaceDistribution

Laplace's Distribution (as known as the double exponential distribution).

In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distribution.

The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution, as is a Brownian motion evaluated at an exponentially distributed random time. Increments of Laplace motion or a variance gamma process evaluated over the time scale also have a Laplace distribution.

The probability density function of the Laplace distribution is also reminiscent of the normal distribution; however, whereas the normal distribution is expressed in terms of the squared difference from the mean μ, the Laplace density is expressed in terms of the absolute difference from the mean. Consequently the Laplace distribution has fatter tails than the normal distribution.

References: Wikipedia, The Free Encyclopedia. Laplace distribution. Available from: http://en.wikipedia.org/wiki/Laplace_distribution

상속: UnivariateContinuousDistribution, IFormattable

파일 보기 프로젝트 열기: accord-net/framework 1 사용 예제들

공개 메소드들

메소드	설명
Clone ( ) : object	Creates a new object that is a copy of the current instance.
DistributionFunction ( double x ) : double	Gets the cumulative distribution function (cdf) for this distribution evaluated at point `x`. The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
LaplaceDistribution ( [ location, [ scale ) : System	Creates a new Laplace distribution.
LogProbabilityDensityFunction ( double x ) : double	Gets the log-probability density function (pdf) for this distribution evaluated at point `x`. The Probability Density Function (PDF) describes the probability that a given value `x` will occur.
ProbabilityDensityFunction ( double x ) : double	Gets the probability density function (pdf) for this distribution evaluated at point `x`. The Probability Density Function (PDF) describes the probability that a given value `x` will occur.
ToString ( string format, IFormatProvider formatProvider ) : string	Returns a System.String that represents this instance.

메소드 상세

Clone() 공개 메소드

Creates a new object that is a copy of the current instance.

public Clone ( ) : object
리턴	object

DistributionFunction() 공개 메소드

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.

The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

public DistributionFunction ( double x ) : double
x	double	A single point in the distribution range.
리턴	double

LaplaceDistribution() 공개 메소드

Creates a new Laplace distribution.

public LaplaceDistribution ( [ location, [ scale ) : System
location	[	The location parameter μ (mu).
scale	[	The scale parameter b.
리턴	System

LogProbabilityDensityFunction() 공개 메소드

Gets the log-probability density function (pdf) for this distribution evaluated at point x.

The Probability Density Function (PDF) describes the probability that a given value x will occur.

public LogProbabilityDensityFunction ( double x ) : double
x	double	A single point in the distribution range.
리턴	double

ProbabilityDensityFunction() 공개 메소드

Gets the probability density function (pdf) for this distribution evaluated at point x.

The Probability Density Function (PDF) describes the probability that a given value x will occur.

public ProbabilityDensityFunction ( double x ) : double
x	double	A single point in the distribution range.
리턴	double

ToString() 공개 메소드

Returns a System.String that represents this instance.

public ToString ( string format, IFormatProvider formatProvider ) : string
format	string
formatProvider	IFormatProvider
리턴	string