Lines Matching refs:sigma
35 For location parameter ['[mu]] and scale parameter ['[sigma]], it is defined by the
44 parameters [mu] and [sigma] on the PDF.
87 [sigma] is its scale parameter, /x/ is the random variate, /p/ is the probability
92 [[pdf][Using the relation: pdf = e[super -abs(x-[mu]) \/ [sigma]] \/ (2 * [sigma]) ]]
95 x < [mu] : p = e[super (x-[mu])/[sigma] ] \/ [sigma]
97 x >= [mu] : p = 1 - e[super ([mu]-x)/[sigma] ] \/ [sigma]
101 -x < [mu] : q = e[super (-x-[mu])/[sigma] ] \/ [sigma]
103 -x >= [mu] : q = 1 - e[super ([mu]+x)/[sigma] ] \/ [sigma]
107 p < 0.5 : x = [mu] + [sigma] * log(2*p)
109 p >= 0.5 : x = [mu] - [sigma] * log(2-2*p)
113 q > 0.5: x = [mu] + [sigma]*log(2-2*q)
115 q <=0.5: x = [mu] - [sigma]*log( 2*q )
118 [[variance][2 * [sigma][super 2] ]]