2.3.15. sdepy.double_exp_rv

sdepy.double_exp_rv(a=1, b=1, pa=0.5)

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

where a and b are positive and pa is in [0, 1].

See also

cpoisson_source