Laplace distribution

The probability density function for laplace distribution is:

.. math::

f(x, a, b) = \frac{1}{2a} \exp\left(-\frac{|x - b|}{a}\right)

for a real number :math:x, and :math:a > 0 and :math:b > 0.

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/laplace/laplacepdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/laplace/laplacecdf.png :align: center :width: 480