The Laplace distribution is a continuous probability distribution with probability density function given by:
subject to the following conditions:
The Laplace variate with location parameter 0 and scale parameter b is related to two independent Exponential variates E1 and E2 by Laplace(0,b) ~ E1 - E2.
Note that the Laplace command is inert and should be used in combination with the RandomVariable command.
X ≔ RandomVariable⁡Laplace⁡a,b:
Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions 3rd ed. Hoboken: Wiley, 2000.
Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
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