Abstract: Randomized Smoothing (RS) is currently a scalable certified defense method providing robustness certification against adversarial examples. Although significant progress has been achieved in providing defenses against $\ell_p$ adversaries,the interaction between the smoothing distribution and the robustness certification still remains vague.In this work, we comprehensively study the effect of two families of distributions, named Exponential Standard Gaussian (ESG) and Exponential General Gaussian (EGG) distributions, on Randomized Smoothing and Double Sampling Randomized Smoothing (DSRS). We derive an analytic formula of ESG's certified radius, which converges to the origin formula of RS as $d$ increases. Additionally, we prove that EGG can provide tighter constant factors than DSRS in providing $\Omega(\sqrt{d})$ lower bounds of $\ell_2$ certified radius, and thus further addresses the curse of dimensionality in RS. Our experiments on real-world datasets confirm our theoretical analysis on the ESG distributions, that they provide almost the same certification under different exponents $\eta$ for both RS and DSRS. In addition, EGG brings a significant improvement to the DSRS certification, but the mechanism can be different when the classifier properties are different.Compared to the primitive DSRS, the increase of certified accuracy provided by EGG is prominent, up to 4\%-6\% on ImageNet.