3 ms·
in the simplest case... just mirror it (some call this a Laplace distribution). if you don't like how it's not differentiable at the mode there are further smoo
by pxx 2y ago
in the simplest case... just mirror it (some call this a Laplace distribution). if you don't like how it's not differentiable at the mode there are further smoothings (see, e.g., the wikipedia article for this distribution) but this simple construction is continuous.