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--- laplace_distribution [2023/04/13 10:57]
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-====== Laplace Distribution ======
-In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also known as the double exponential distribution, because it can be thought of as two exponential distributions (with an additional location parameter) spliced together back-to-back. The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution, as is a Brownian motion evaluated at an exponentially distributed random time.
-The probability density function of the gamma distribution is
-f(x,mu,sigma) = 1/(2//s)//exp(-abs(x-mu)/s)
-where
-s = sigma/sqrt(2)
-support -Inf <= x <= Inf
-^Parameter^Description           ^Default value^
-|Mu       |The mean value        |0.0          |
-|Sigma    |The standard deviation|1.0          |

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