Laplace Distribution Calculator with Examples

Laplace Distribution Calculator Use this calculator to find the probability density and cumulative probabilities for Laplace distribution with parameter $\mu$ and $\lambda$. Laplace Distribution Calculator Location parameter $\mu$: Scale parameter $\lambda$ Value of x Calculate Results Probability density : f(x) Probability X less than x: P(X < x) Probability X greater than x: P(X > …

Laplace Distribution

Laplace Distribution A continuous random variable $X$ is said to have a Laplace distribution (Double exponential distribution or bilateral exponential distribution), if its p.d.f. is given by \begin{align*} f(x;\mu, \lambda)&= \begin{cases} \frac{\lambda}{2}e^{-\lambda|x-\mu|}, & -\infty < x< \infty; \\ & -\infty < \mu < \infty, \lambda >0; \\ 0, & Otherwise. \end{cases} \end{align*} In …