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 | |
| Results | |
| Probability density : f(x) | |
| Probability X less than x: P(X < x) | |
| Probability X greater than x: P(X > x) | |
Laplace Distribution
The probability density function of Laplace distribution with parameter $\mu$ and $\lambda$ is
$$ \begin{equation*} f(x;\mu, \lambda)=\left\{ \begin{array}{ll} \frac{1}{2\lambda}e^{-\frac{|x-\mu|}{\lambda}}, & \hbox{$-\infty < x< \infty$;} \\ & \hbox{$-\infty < \mu < \infty$, $\lambda >0$;} \\ 0, & \hbox{Otherwise.} \end{array} \right. \end{equation*} $$
