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()