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 1

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf continuous probability distribution
univariate probability distribution
alsoKnownAs double exponential distribution NERFINISHED
belongsTo location-scale distributions
belongsToFamily generalized error distributions
subbotin distributions NERFINISHED
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 NERFINISHED
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 (1)

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

Laplace law of error alsoKnownAs Laplace distribution