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I found in some articles (such as this) references to two-sided geometric distribution. But I went through texts of probability and did not find anything called "two-sided geometric distribution". What does this mean? And where can I find standard formulas for this model?

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  • $\begingroup$ Probably this is the distribution with density $ce^{-k|x|}$. $\endgroup$ – Alexandre Eremenko Aug 7 '15 at 13:45
  • $\begingroup$ @Alexandre Eremenko: On the integers, that is. As a density (on the reals) it is called the double exponential distribution. $\endgroup$ – kjetil b halvorsen Aug 7 '15 at 13:56
  • $\begingroup$ @AlexandreEremenko How is this related to the standard geometric distribution? Could you refer me to some text on this subject? A simple internet search did not reveal much. Thanks a lot. $\endgroup$ – Arani Aug 7 '15 at 15:30
  • $\begingroup$ @AlexandreEremenko Also, the text says that its density is $\frac{\alpha - 1}{\alpha + 1} \alpha^{-|k|}$. I am not sure how this follows from the above function. $\endgroup$ – Arani Aug 7 '15 at 15:36

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