Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.

Laplace Probability Distribution Function

stats
Principiante
585 Visualizações

In the C, Fortran, and SYCL* documentation for the Laplace distribution the probability distribution function is given as 1/sqrt(2*beta)... From what I've seen in the NIST Engineering Statistics Handbook and elsewhere, it should be 1/(2*beta)... (i.e., no sqrt). A quick test in Fortran to generate some numbers and calculate the standard deviation seems to confirm that the distribution is implemented as expected (without a sqrt).

 

Can it be confirmed that the distribution is implemented without a sqrt, and can the documentation be updated accordingly?

Etiquetas (1)
0 Kudos
1 Solução
Shiquan_Su
Moderador
376 Visualizações
2 Respostas
Shiquan_Su
Moderador
440 Visualizações

The Intel documentation team is working on updating these documents.


Shiquan_Su
Moderador
377 Visualizações

Documentation updated.


Responder