2.3.15. sdepy.double_exp_rv¶
-
sdepy.
double_exp_rv
(a=1, b=1, pa=0.5)[source]¶ Double exponential distribution, with scale a with probability pa, and -b with probability (1 - pa), possibly time-dependent.
- Double exponential distribution, with probability distribution
- for
x
in[0, inf)
,pdf(x) = pa*exp(-a*x)*a
- for
x
in(-inf, 0)
,pdf(x) = (1-pa)*exp(b*x)*b
- for
where
a
andb
are positive andpa
is in[0, 1]
.See also