of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...
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theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called...
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theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...
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distribution Symmetric multivariate Laplace distribution Multivariate logistic distribution Multivariate symmetric general hyperbolic distribution In the 2-dimensional...
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are identical to the probability density function of the multivariate Laplace distribution for two and three dimensions respectively. The homogeneous...
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logistic distributions). (For other names, see Naming.) The univariate probability distribution is generalized for vectors in the multivariate normal distribution...
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the binomial distribution. The multivariate normal distribution, a generalization of the normal distribution. The multivariate t-distribution, a generalization...
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application of exponential distribution to particle detector analysis. Laplace distribution, or the "double exponential distribution". Relationships among...
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matrix gamma distribution and the Wishart distribution are multivariate generalizations of the gamma distribution (samples are positive-definite matrices...
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asymmetric Laplace distribution (ALD) is a continuous probability distribution which is a generalization of the Laplace distribution. Just as the Laplace distribution...
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exponential, asymmetric log-Laplace, log-Laplace, power function, and the log-logistic. The beta family of distributions (B) is defined by: B ( y ; b...
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exponential distribution (a term that is alternatively sometimes used to refer to the Laplace distribution). It is related to the Gompertz distribution: when...
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}})} is a multivariate normal distribution, then Y i = exp ( X i ) {\displaystyle Y_{i}=\exp(X_{i})} has a multivariate log-normal distribution. The exponential...
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chi-squared distributions, as follows. De Moivre and Laplace established that a binomial distribution could be approximated by a normal distribution. Specifically...
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the fundamental solution for the Laplace equation in the upper half-plane. It is one of the few stable distributions with a probability density function...
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a multivariate Beta distribution, is called a Dirichlet distribution. Univariate marginals of the Dirichlet distribution have a beta distribution. The...
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distribution Laplace–Gauss distribution Asymmetric Laplace distribution Log-Laplace distribution Multivariate Laplace distribution Wrapped asymmetric Laplace distribution...
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instead assumed to be Laplace distributed, then the moving median is statistically optimal. For a given variance, the Laplace distribution places higher probability...
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Kurtosis (redirect from Leptokurtic distribution)
hand, positive excess kurtosis signifies a leptokurtic distribution. The Laplace distribution, for example, has tails that decay more slowly than a Gaussian...
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Conjugate prior (redirect from Conjugate prior distribution)
and also consider the Wishart distribution, conjugate prior of the covariance matrix of a multivariate normal distribution, for an example where a large...
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In statistics, Wilks' lambda distribution (named for Samuel S. Wilks), is a probability distribution used in multivariate hypothesis testing, especially...
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P-value (section Distribution)
Pierre-Simon Laplace, who instead used a parametric test, modeling the number of male births with a binomial distribution: In the 1770s Laplace considered...
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\left[{\left(X-\mu \right)}^{2}\right]}}} is the standard deviation; The Laplace distribution, if D ( X ) = E { | X − μ | } {\displaystyle D(X)=\operatorname...
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present). It is equivalent to maximum likelihood estimation under a Laplace distribution model for ε. If we assume that error terms are independent of the...
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Median (redirect from Multivariate median)
pass over the sample. The distributions of both the sample mean and the sample median were determined by Laplace. The distribution of the sample median from...
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analysis. Inspired the field of robust regression, proposed the Laplace distribution and was the first to provide alternatives to Carl Friedrich Gauss's...
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symmetric distributions. It includes all normal and Laplace distributions, and as limiting cases it includes all continuous uniform distributions on bounded...
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distributions include the binomial distribution, the hypergeometric distribution, and the normal distribution. The multivariate normal distribution is...
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Metropolis–Hastings, multivariate proposals enable joint updates (i.e., updates of multiple parameters at once using a vector-valued proposal distribution, typically...
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the student t distribution, the skewed Cauchy distribution, the Laplace distribution, the uniform distribution, the normal distribution, and the Cauchy...
18 KB (3,598 words) - 20:38, 4 January 2024