the log-Laplace distribution is the probability distribution of a random variable whose logarithm has a Laplace distribution. If X has a Laplace distribution...
2 KB (230 words) - 20:34, 15 April 2024
theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called...
21 KB (3,033 words) - 02:15, 12 May 2024
asymmetric Laplace distribution (ALD) is a continuous probability distribution which is a generalization of the Laplace distribution. Just as the Laplace distribution...
13 KB (2,052 words) - 20:53, 13 January 2023
probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables....
9 KB (1,090 words) - 04:20, 1 January 2024
Expected shortfall (section Log-Laplace distribution)
{\displaystyle X} follows log-Laplace distribution, i.e. the random variable ln ( 1 + X ) {\displaystyle \ln(1+X)} follows the Laplace distribution the p.d.f. f...
34 KB (6,445 words) - 06:12, 21 April 2024
In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...
70 KB (9,480 words) - 14:24, 25 April 2024
Tail value at risk (section Log-Laplace distribution)
{\displaystyle X} follows log-Laplace distribution, i.e. the random variable ln ( 1 + X ) {\displaystyle \ln(1+X)} follows Laplace distribution the p.d.f. f (...
23 KB (4,680 words) - 08:47, 23 December 2023
distribution The log-Cauchy distribution The log-Laplace distribution The log-logistic distribution The log-metalog distribution, which is highly shape-flexile...
22 KB (2,609 words) - 12:49, 10 February 2024
distributed. If X ~ Laplace(μ, β−1), then |X − μ| ~ Exp(β). If X ~ Pareto(1, λ), then log(X) ~ Exp(λ). If X ~ SkewLogistic(θ), then log ( 1 + e − X ) ∼...
42 KB (6,552 words) - 17:22, 9 April 2024
distribution Laplace–Gauss distribution Asymmetric Laplace distribution Log-Laplace distribution Multivariate Laplace distribution Wrapped asymmetric Laplace distribution...
4 KB (420 words) - 08:56, 9 October 2023