PHP Class MathPHP\Probability\Distribution\Continuous\Laplace

Inheritance: extends Continuous

Show file Open project: markrogoyski/math-php

Public Methods

Method	Description
CDF ( number $x, number $μ, number $b ) : float	Laplace distribution - cumulative distribution function From -∞ to x (lower CDF) https://en.wikipedia.org/wiki/Laplace_distribution
PDF ( number $x, number $μ, number $b ) : float	Laplace distribution - probability density function
mean ( number $μ, number $b ) : μ	Mean of the distribution

1 / x - μ \ F(x) = - exp| ------ | if x < μ 2 \ b / 1 / x - μ \ F(x) = 1 - - exp| - ------ | if x ≥ μ 2 \ b /

public static CDF ( number $x, number $μ, number $b ) : float
$x	number
$μ	number	location parameter
$b	number	scale parameter (diversity) b > 0
return	float

https://en.wikipedia.org/wiki/Laplace_distribution 1 / |x - μ| \ f(x|μ,b) = -- exp| - ------- | 2b \ b /

public static PDF ( number $x, number $μ, number $b ) : float
$x	number
$μ	number	location parameter
$b	number	scale parameter (diversity) b > 0
return	float

μ = μ

public static mean ( number $μ, number $b ) : μ
$μ	number	location parameter
$b	number	scale parameter (diversity) b > 0
return	μ