double exponential distribution

E628629

The double exponential distribution, also known as 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
double exponential distribution canonical 2

How this entity was disambiguated

Statements (47)

Predicate Object
instanceOf probability distribution ⓘ
alsoKnownAs Laplace distribution ⓘ
two-sided exponential distribution ⓘ
belongsToFamily exponential family ⓘ
location-scale family ⓘ
canBeRepresentedAs scale mixture of normals with exponential mixing distribution ⓘ
hasCharacteristicFunction φ(t) = exp(i μ t) / (1 + b^2 t^2) ⓘ
hasCumulativeDistributionFunction F(x) = 0.5 exp((x-μ)/b) for x < μ ⓘ
F(x) = 1 - 0.5 exp(-(x-μ)/b) for x ≥ μ ⓘ
hasEntropy 1 + ln(2b) ⓘ
hasExcessKurtosis 3 ⓘ
hasFiniteMomentsOfAllOrders true ⓘ
hasFisherInformationForLocation 1/b^2 ⓘ
hasFisherInformationForScale 2/b^2 ⓘ
hasHazardFunction h(x) = f(x) / S(x) ⓘ
hasHeavierTailsThan normal distribution ⓘ
hasKurtosis 6 ⓘ
hasLocationParameter μ ⓘ
hasLogConcaveDensity true ⓘ
hasMean μ ⓘ
hasMedian μ ⓘ
hasMode μ ⓘ
hasMomentGeneratingFunction M(t) = exp(μ t) / (1 - b^2 t^2), |t| < 1/b ⓘ
hasProbabilityDensityFunction f(x|μ,b) = (1/(2b)) exp(-|x-μ|/b) ⓘ
f(x|μ,λ) = (λ/2) exp(-λ|x-μ|) ⓘ
hasRateParameterization b = 1/λ ⓘ
hasScaleParameter b ⓘ
hasSharperPeakThan normal distribution ⓘ
hasSkewness 0 ⓘ
hasStandardDeviation √2 b ⓘ
hasSupport (-∞, ∞) ⓘ
hasSurvivalFunction S(x) = 1 - F(x) ⓘ
hasVariance 2 b^2 ⓘ
isInfinitelyDivisible true ⓘ
isLimitOf difference of two independent exponential variables with same rate ⓘ
isNamedAfter Pierre-Simon Laplace ⓘ
isSubexponential false ⓘ
isSymmetricAbout μ ⓘ
isUsedFor Bayesian L1 regularization priors ⓘ
modeling data with heavy tails ⓘ
modeling data with sharp peaks ⓘ
modeling outliers ⓘ
robust regression error modeling ⓘ
isUsedIn econometrics ⓘ
image processing ⓘ
signal processing ⓘ
sparse Bayesian learning ⓘ

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 → double exponential distribution ⓘ
Laplace distribution → alsoKnownAs → double exponential distribution ⓘ