LaplaceDistribution Class

Represents a Laplace distribution.

Definition

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public sealed class LaplaceDistribution : ContinuousDistribution
Inheritance
Object    UnivariateDistribution    ContinuousDistribution    LaplaceDistribution

Remarks

A Laplace distribution, also called the double exponential distribution, is a symmetric variant of the ExponentialDistribution. Instead of putting all events to the right of the origin, it puts events on both sides of its central location with equally, with a probability density falling off exponentially on each side.

Constructors

LaplaceDistribution Initializes a new standard Laplace distribution.
LaplaceDistribution(Double, Double) Initializes a new Laplace distribution with the given location and scale parameters.

Properties

ExcessKurtosis Gets the excess kurtosis of the distribution.
(Overrides UnivariateDistributionExcessKurtosis)
Location Gets the location parameter of the distribution.
Mean Gets the mean of the distribution.
(Overrides UnivariateDistributionMean)
Median Gets the median of the distribution.
(Overrides ContinuousDistributionMedian)
Scale Gets the scale parameter of the distribution.
Skewness Gets the skewness of the distribution.
(Overrides UnivariateDistributionSkewness)
StandardDeviation Gets the standard deviation of the distribution.
(Overrides UnivariateDistributionStandardDeviation)
Support Gets the interval over which the distribution is non-vanishing.
(Overrides ContinuousDistributionSupport)
Variance Gets the variance of the distribution.
(Overrides UnivariateDistributionVariance)

Methods

CentralMoment Computes a central moment of the distribution.
(Overrides ContinuousDistributionCentralMoment(Int32))
Cumulant Computes a cumulant of the distribution.
(Overrides UnivariateDistributionCumulant(Int32))
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
ExpectationValue Computes the expectation value of the given function.
(Inherited from ContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetRandomValue Generates a random variate.
(Inherited from ContinuousDistribution)
GetRandomValues Generates the given number of random variates.
(Inherited from ContinuousDistribution)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Hazard Computes the hazard function.
(Overrides ContinuousDistributionHazard(Double))
InverseLeftProbability Returns the point at which the cumulative distribution function attains a given value.
(Overrides ContinuousDistributionInverseLeftProbability(Double))
InverseRightProbability Returns the point at which the right probability function attains the given value.
(Overrides ContinuousDistributionInverseRightProbability(Double))
LeftProbability Returns the cumulative probability to the left of (below) the given point.
(Overrides ContinuousDistributionLeftProbability(Double))
ProbabilityDensity Returns the probability density at the given point.
(Overrides ContinuousDistributionProbabilityDensity(Double))
RawMoment Computes a raw moment of the distribution.
(Overrides ContinuousDistributionRawMoment(Int32))
RightProbability Returns the cumulative probability to the right of (above) the given point.
(Overrides ContinuousDistributionRightProbability(Double))
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also