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Laplace Distribution

(continuous probability dist for equations)

Usage:

LaplaceDist (x, m, b)

Definition:

(1/(2b)) exp (- |x-m|/b)

Required:

b > 0

Support:

- ¥ < x < ¥

Moments:

mean = m

s^2 = 2 b^2

g 1 = 0     b2 = 3

Its pdf is two exponential distributions spliced together back-to-back.  The difference between two iid exponential distribution random variables follows a Laplace distribution.

Also known as the "double exponential" distribution.

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