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Generate Sample from Laplace distribution

For Generate Random Sample, the Laplace distribution can be defined by its mean and variance. The distribution is symmetric and long tailed. It is also sometimes called the double exponential distribution, because it can be thought of as two exponential distributions (with an additional location parameter) spliced together at the mean. The difference between two independent identically distributed exponential random variables is governed by a Laplace distribution.

Updated on January 30, 2023

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