Inverse Laplace distribution

This tool calculates the Inverse of Laplace Cumulative Distribution Function.

inverse-distribution


s > 0


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