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Mathematica > Continuous Statistical Distributions >

Built-in Mathematica Symbol

LaplaceDistribution

]
represents a Laplace double exponential distribution with mean

and scale parameter

The Laplace distribution gives the distribution of the difference between two independent random variables with identical exponential distributions.

LaplaceDistribution allows be any real number and to be any positive real number.

LaplaceDistribution can be used with such functions as Mean, CDF and RandomReal. »

The mean and variance of a Laplace distribution:

Probability density function: