Laplace distribution

E628628

The Laplace distribution is a continuous probability distribution with a sharp peak at its mean and heavier tails than the normal distribution, often used to model data with abrupt changes or outliers.

All labels observed (1)

Label Occurrences
Laplace distribution canonical 2

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf continuous probability distribution ⓘ
univariate probability distribution ⓘ
alsoKnownAs double exponential distribution ⓘ
belongsTo location-scale distributions ⓘ
belongsToFamily generalized error distributions ⓘ
subbotin distributions ⓘ
characteristicFunction φ(t) = 1 / (1 + b^2 t^2) ⓘ
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 proportional to negative L1 norm of residuals ⓘ
hasParameter location parameter μ ⓘ
scale parameter b ⓘ
hasProbabilityDensityFunctionProperty piecewise exponential around μ ⓘ
isDifferenceOf two independent exponential distributions with same rate ⓘ
isScaleMixtureOf normal distributions ⓘ
isSymmetricAbout μ ⓘ
isUsedIn differential privacy mechanisms ⓘ
financial return modeling with jumps ⓘ
signal and image processing ⓘ
kurtosis 6 ⓘ
lossFunctionConnection corresponds to L1 loss in maximum likelihood estimation ⓘ
mean μ ⓘ
median μ ⓘ
mode μ ⓘ
momentGeneratingFunction M(t) = 1 / (1 - b^2 t^2) for |t| < 1/b ⓘ
namedAfter Pierre-Simon Laplace ⓘ
peakShape sharper peak at mean than normal distribution ⓘ
probabilityDensityFunction f(x|μ,b) = (1/(2b)) exp(-|x-μ|/b) ⓘ
skewness 0 ⓘ
specialCaseOf asymmetric Laplace distribution ⓘ
generalized Laplace distribution ⓘ
support all real numbers ⓘ
supportLowerBound -∞ ⓘ
supportUpperBound +∞ ⓘ
tailBehavior exponential tails ⓘ
usedFor Bayesian L1 regularization priors ⓘ
modeling abrupt changes ⓘ
modeling data with outliers ⓘ
robust regression error modeling ⓘ
sparse signal modeling ⓘ
variance 2 b^2 ⓘ

How these facts were elicited

Referenced by (2)

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

Laplace law of error → alsoKnownAs → Laplace distribution ⓘ
double exponential distribution → alsoKnownAs → Laplace distribution ⓘ