Double gamma distribution

The probability density function for double gamma distribution is:

.. math::

f(x,a) = \frac{1}{2\Gamma(a)} |x|^{a-1} \exp(-|x|)

for :math:a>0. Here :math:a is a shape parameter.

The following plot shows the pdf.

.. image:: ../../../../tests/imgs/stats/continuous/dgamma/dgammapdf.png :align: center :width: 480