Inverse Laplace distribution
This tool calculates the Inverse of Laplace Cumulative Distribution Function.
Inverse Laplace Distribution formulas
X : a random variable following a Laplace distribution
`mu` : location parameter
s : scale parameter (s > 0)
The inverse of the cumulative distribution function F(x) is also called the 'quantile function', denoted Q(x). We have,
`F(x) = 1/2*exp((x-mu)/s)` si `x <= mu`
`F(x) = 1-1/2*exp(-(x-mu)/s)` si `x >= mu`
which inverse function is,
`Q(x) = mu+s*ln(2*x)` si `x <= 1/2`
`Q(x) = mu-s*ln(2-2*x)` si `x >= 1/2`
See also
Laplace distribution Probabilities
Laplace distribution Chart
Statistics Calculators