Laplace Distribution

Name

UxHwDoubleLaplaceDist, UxHwFloatLaplaceDist — Create a Laplace distribution.

Synopsis

#include <uxhw.h>

double	UxHwDoubleLaplaceDist(double mu, double b);
float	UxHwFloatLaplaceDist(float mu, float b);

Description

The UxHwDoubleLaplaceDist() function, on architectures that associate distributional information with floating-point values, creates a Laplace distribution with parameters mu and b and associates it with its return value. The particle return value is the mean value of a Laplace distribution with parameters mu and b. The probability density function of the Laplace distribution is

$$f(x;\mu, b)=\frac{1}{2b}e^{-\left|x-\mu\right|/b}.$$

Parameters

• mu $\in \mathbb{R}$ — The location parameter ($\mu$) of the Laplace distribution.
• b $\in [0, \infty)$ — The scale parameter ($b$) of the Laplace distribution.

Return values

The UxHwDoubleLaplaceDist() function returns the mean value of a Laplace distribution with parameters mu and b and associates it with a Laplace distribution with parameters mu and b. If b = 0, the function returns mu.

Illegal parameter values

If b < 0, the function returns NaN. If mu or b is NaN, the function returns -NaN. See Handling of NaN.

Examples

#include <stdio.h>
#include <uxhw.h>

int
main(void)
{
  double	value = UxHwDoubleLaplaceDist(0.0, 1.0);
  printf("value = %lf\n", value);

  return 0;
}