TRngStream.RandomLaplace Method

Summary

Generates an array of samples distributed by Laplace distribution.

Declaration

Procedure RandomLaplace(Dst: TMtxVec; a, beta: TSample);

Description

Returns random numbers distributed according to the Laplace probability density function (PDF). The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:


                    1                  |x-a|
        f(x) = ---------------  exp( - ------ )
                sqrt(2*beta)            beta