About: Multivariate Laplace distribution

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In the mathematical theory of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables. The marginal distributions of symmetric multivariate Laplace distribution variables are Laplace distributions. The marginal distributions of asymmetric multivariate Laplace distribution variables are asymmetric Laplace distributions.

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dbo:abstract
  • In the mathematical theory of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables. The marginal distributions of symmetric multivariate Laplace distribution variables are Laplace distributions. The marginal distributions of asymmetric multivariate Laplace distribution variables are asymmetric Laplace distributions. (en)
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  • 9462 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1123769794 (xsd:integer)
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dbp:mean
  • μ (en)
dbp:mode
  • μ (en)
dbp:name
  • Multivariate Laplace (en)
dbp:parameters
  • Σ ∈ Rk×k — covariance (en)
  • μ ∈ Rk — location (en)
dbp:pdf
  • :If , (en)
  • where and is the modified Bessel function of the second kind. (en)
dbp:skewness
  • 0 (xsd:integer)
  • non-zero unless μ=0 (en)
dbp:support
  • x ∈ μ + span ⊆ Rk (en)
dbp:type
  • multivariate (en)
dbp:variance
  • Σ (en)
  • Σ + μ ' μ (en)
dbp:wikiPageUsesTemplate
dcterms:subject
rdfs:comment
  • In the mathematical theory of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables. The marginal distributions of symmetric multivariate Laplace distribution variables are Laplace distributions. The marginal distributions of asymmetric multivariate Laplace distribution variables are asymmetric Laplace distributions. (en)
rdfs:label
  • Multivariate Laplace distribution (en)
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