Log-Laplace distribution

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Log-Laplace distribution

In probability theory and statistics, the log-Laplace distribution is the probability distribution of a random variable whose logarithm has a Laplace distribution. If X has a Laplace distribution with parameters μ and b, then Y = eX has a log-Laplace distribution. The distributional properties can be derived from the Laplace distribution.

Quick Facts
Log-Laplace distribution
Probability density function
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Probability density functions for Log-Laplace distributions with varying parameters and .
Cumulative distribution function
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Cumulative distribution functions for Log-Laplace distributions with varying parameters and .
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Characterization

Summarize
Perspective

A random variable has a log-Laplace(μ, b) distribution if its probability density function is:[1]

The cumulative distribution function for Y when y > 0, is

Generalization

Versions of the log-Laplace distribution based on an asymmetric Laplace distribution also exist.[2] Depending on the parameters, including asymmetry, the log-Laplace may or may not have a finite mean and a finite variance.[2]

References

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