StatsDExpPdf

StatsDExpPdf (x, µ, σ)

The StatsDExpPdf function returns the double-exponential probability distribution function

$$\displaystyle \mathrm{f}(\mathrm{x} ; \mu, \sigma)=\frac{1}{2 \sigma} \exp \left[-\left|\frac{x-\mu}{\sigma}\right|\right],$$

where µ is the location parameter and σ>0 is the scale parameter. Use µ=0 and σ=1 for the standard form of the double exponential distribution. It returns NaN when σ=0.

See Also

Statistical Analysis, StatsDExpCDF, StatsInvDExpCDF