18.5 The Laplace Distribution

Random: double gsl_ran_laplace (const gsl_rng * r, double a)

This function returns a random variate from the the Laplace distribution with width a. The distribution is,

p(x) dx = {1 \over 2 a} \exp(-|x/a|) dx

for -\infty < x < \infty.

Function: double gsl_ran_laplace_pdf (double x, double a)

This function computes the probability density p(x) at x for a Laplace distribution with mean a, using the formula given above.