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TRngStream.RandomLaplace Method
TRngStream Class | TRngStream Members | RndGenerators Namespace | public
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Generates an array of samples distributed by Laplace distribution.

Pascal
procedure RandomLaplace(const Dst: TMtxVec; const a: double; const beta: double);
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
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