# The Laplace Distribution¶

gsl_ran_laplace(a)

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

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

for $$-\infty < x < \infty$$.

gsl_ran_laplace_pdf(x, a)

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

gsl_ran_laplace_P(x, a)
gsl_ran_laplace_Q(x, a)
gsl_ran_laplace_Pinv(P, a)
gsl_ran_laplace_Qinv(Q, a)

These functions compute the cumulative distribution functions $$P(x), Q(x)$$ and their inverses for the Laplace distribution with width a.