The Laplace Distribution
Random:
double
gsl_ran_laplace
(const gsl_rng *
r
, double
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.
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.