Laplace Distribution. The Laplace (or Double Exponential) distribution has density function:

f(x) = 1/(2b)*e-|x-a|/b        - < x <

a     is the mean of the distribution
b     is the scale parameter
e     is the base of the natural logarithm, sometimes called Euler's e (2.71...)

The graphic above shows the changing shape of the Laplace distribution when the location parameter equals 0 and the scale parameter equals 1, 2, 3, and 4.

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