Truncated Laplacian
From: Su (sukhiong_at_gmail.com)
Date: 08/30/04
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Date: 29 Aug 2004 23:10:29 -0700
Hi!
For a general truncated Laplacian pdf
p(x) = ( N/(sqrt(2)*b) ) * exp(-sqrt(2)*|x-x_0|/b) , x_0-delta_x <= x
<= x_0+delta_x
where x_0 is the mean value, b is the std deviation and delta_x is the
deviation of x w.r.t to x_0.
The normalization, N can be computed by integrating the above equation
over the interval [x_0-delta_x, x_0+delta_x] and equate it with 1.
My question is that is there any relationship between the delta_x
(i.e. the range of truncation) and the std deviation, b?
Thanks in advance for any information.
BR,
Su
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