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Add the Laplace distribution - #75
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Defines the Laplace density, proves its mean and variance, and compares its tails with the normal using a figure and computed numbers. This is the prior that makes the lasso a MAP estimate. Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TCQ3dTUAunddrUWa3yTgyJ
Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TCQ3dTUAunddrUWa3yTgyJ
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Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TCQ3dTUAunddrUWa3yTgyJ
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…n remark Co-Authored-By: Claude Sonnet 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01TCQ3dTUAunddrUWa3yTgyJ
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Claude finished review — View run This file is clean and the sentence reads correctly after the edit. Review of commit
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Before: pds had no Laplace distribution, so the lasso as a MAP estimate under a Laplace prior (lds regularization) had nothing to link to.
After: the distributions page has a Laplace section with the definition (
#def-laplace,#eq-laplace-pdf), a theorem and proof for its mean and variance (#thm-laplace-moments), and a worked example (#exm-laplace-vs-normal) with a figure (#fig-laplace-vs-normal) comparing Laplace and normal densities with equal mean and variance. The tail probabilities and their ratio in the example are computed from R, not typed.How: three new fragments in
_subfiles/, included in_sec-distributions.qmdbefore the Weibull section as#sec-laplace.dLaplacefis added toinst/WORDLIST. Rendereddistributions.qmdlocally and checked that each new id appears once.🤖 Generated with Claude Code
https://claude.ai/code/session_01TCQ3dTUAunddrUWa3yTgyJ
Generated by Claude Code