pdfLaplace¶
Purpose¶
Computes the probability density function for the Laplace distribution.
Format¶
-
p =
pdfLaplace(x, a, b)¶ - Parameters
x (NxK matrix, Nx1 vector or scalar.) – data
a (scalar) – location parameter.
b (scalar) – scale parameter. b must be greater than 0.
- Returns
p (NxK matrix, Nx1 vector or scalar) – the probability density function for the Laplace distribution at the elements in x.
Remarks¶
The probability density function for the Laplace distribution is defined as
\[f(x) = \frac{1}{2b} exp \bigg(- \frac{|x-a|}{b} \bigg)\]
See also
Functions cdfCauchy(), pdfCauchy()