라플라스확률변수,Laplacian_RV

라플라스/라플라시안 확률 변수, Laplacian Random Variable

$\displaystyle S_X=(-\infty,\infty)$
$\displaystyle f_X(x)=\frac{\alpha}{2} e^{-\alpha |x|}$
$\displaystyle -\infty\lt x\lt\infty,\,\alpha\gt 0$

$\displaystyle E[X]=0$
$\displaystyle V[X]=\frac{2}{\alpha^2}$


Source: Leon-Garcia Table 4.1 (Continuous RVs)
Up: 연속확률변수,continuous_RV

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