Laplace law of error

E160629

The Laplace law of error is a probability distribution characterized by a sharp peak at the mean and heavier tails than the normal distribution, historically used to model the magnitude of observational errors.

All labels observed (1)

Label Occurrences
Laplace law of error canonical 1

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf continuous probability distribution ⓘ
probability distribution ⓘ
symmetric distribution ⓘ
two-parameter distribution ⓘ
alsoKnownAs Laplace distribution ⓘ
bilateral exponential distribution ⓘ
double exponential distribution ⓘ
belongsTo error theory ⓘ
exponential family (in a suitable parametrization) ⓘ
probability theory ⓘ
linked to: Probability Theory

statistics ⓘ
belongsToFamily location-scale family ⓘ
canBeRepresentedAs distribution of μ + Y1 - Y2 where Y1,Y2 are i.i.d. exponential(1/b) ⓘ
characteristicFunction φ(t) = 1 / (1 + b^2 t^2) · exp(i μ t) ⓘ
cumulativeDistributionFunction F(x|μ,b) = 0.5 · exp((x-μ)/b) for x < μ ⓘ
F(x|μ,b) = 1 - 0.5 · exp(-(x-μ)/b) for x ≥ μ ⓘ
entropy 1 + ln(2b) ⓘ
excessKurtosis 3 ⓘ
hasHeavierTailsThan normal distribution ⓘ
hasLogLikelihood ℓ(μ,b|x) = -n ln(2b) - (1/b) Σ|xi - μ| ⓘ
hasParameter location parameter μ ⓘ
scale parameter b ⓘ
hasProbabilityDensityShape sharp peak at the mean and heavier tails than the normal distribution ⓘ
hasSharperPeakThan normal distribution ⓘ
hasTailBehavior exponential tails ⓘ
historicalUse modeling astronomical observational errors ⓘ
modeling physical measurement errors ⓘ
isLimitOf difference of two independent exponential distributions ⓘ
isMoreRobustTo outliers than the normal distribution ⓘ
isSpecialCaseOf generalized error distribution ⓘ
isSymmetricAbout μ ⓘ
kurtosis 6 ⓘ
maximumLikelihoodEstimatorForLocation sample median ⓘ
maximumLikelihoodEstimatorForScale (1/n) Σ|xi - μ̂| ⓘ
mean μ ⓘ
median μ ⓘ
mode μ ⓘ
momentGeneratingFunction M(t) = exp(μ t) / (1 - b^2 t^2) for |t| < 1/b ⓘ
namedAfter Pierre-Simon Laplace ⓘ
probabilityDensityFunction f(x|μ,b) = (1/(2b)) · exp(-|x-μ|/b) ⓘ
skewness 0 ⓘ
support all real numbers ⓘ
usedFor modeling data with outliers ⓘ
modeling magnitude of observational errors ⓘ
robust modeling of error distributions ⓘ
variance 2b^2 ⓘ

How these facts were elicited

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gaussian law of error → contrastedWith → Laplace law of error ⓘ