Distribusi Asimetrik Laplace: Perbedaan antara revisi
Konten dihapus Konten ditambahkan
HarkonBlade (bicara | kontrib) Dibuat dengan menerjemahkan halaman "Asymmetric Laplace distribution" |
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(5 revisi perantara oleh 3 pengguna tidak ditampilkan) | |||
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{{Orphan|date=Februari 2023}}
{{Probability distribution||name=Asymmetric Laplace|type=density|pdf_image=[[File:AsymmetricLaplace.jpg|350px]]<br /><small>Asymmetric Laplace PDF with ''m'' = 0. Note that the ''κ'' = 2 and 1/2 curves are mirror images</small>|cdf_image=[[File:AsymmetricLaplaceCDF.jpg|350px]]<br /><small>Asymmetric Laplace CDF with ''m'' = 0.|parameters=<math>m</math> [[location parameter|location]] ([[real number|real]])<br />▼
▲{{Probability distribution||name=
<math>\lambda > 0</math> [[scale parameter|scale]] (real)<br />
<math>\kappa > 0</math> [[asymmetry]] (real)|support=<math>x \in (-\infty; +\infty)\,</math>|pdf=(see article)|cdf=(see article)|mean=<math>m+\frac{1-\kappa^2}{\lambda\kappa}</math>|median=<math>m+(\kappa/\lambda)\log\left(\frac{1+\kappa^2}{2\kappa^2}\right)</math>|mode=|variance=<math>\frac{1+\kappa^4}{\lambda^2\kappa^2}</math>|skewness=<math>\frac{2 \left(1-\kappa ^6\right)}{\left(\kappa ^4+1\right)^{3/2}}</math>|kurtosis=|entropy=<math>\log\left(e\,\frac{1+\kappa^2}{\kappa\lambda}\right)</math>|mgf=|char=<math>\frac{ e^{i m t}}{(1+\frac{i t \kappa}{\lambda}) (1-\frac{i t}{\kappa\lambda})}</math>}}Dalam [[Peluang (matematika)|teori probabilitas]] dan [[Statistika|statistik]], '''Distribusi
== Karakterisasi ==
=== Fungsi kepadatan probabilitas ===
Sebuah [[Variabel|variabel acak]]
: <math /> ▼
:<math>f(x;m,\lambda,\kappa)=\left(\frac{\lambda}{\kappa+1/\kappa}\right)\, e^{-(x-m)\lambda\, s \kappa^s}</math>
di mana ''s''=[[Sign function|sgn]]''(x-m)'', atau:
: <math> f(x;m,\lambda,\kappa) = \frac{\lambda}{\kappa+1/\kappa}
Di sini, ''m'' adalah [[Location parameter|parameter lokasi]], ''λ'' > 0 adalah [[Scale parameter|parameter skala]], dan ''κ'' adalah [[Asymmetry|asimetri]] parameter. Ketika ''κ'' = 1, ''(x-m)s κ<sup>s</sup>'' menyederhanakan ke ''-x|m|'' dan distribusi tersebut disederhanakan ke [[distribusi Laplace]].▼
\begin{cases}
\exp \left( (\lambda/\kappa)(x-m) \right) & \text{if }x < m
\\[4pt]
\exp ( -\lambda\kappa(x-m) ) & \text{if }x \geq m
\end{cases}
▲Di sini, ''m'' adalah [[Location parameter|parameter lokasi]], ''
== Referensi ==
{{Reflist}}
[[Kategori:Distribusi berkelanjutan]]
[[Kategori:Turunan distribusi eksponensial]]
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