20.6 The Laplace Distribution

Function: 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 width a, using the formula given above.

Function: double gsl_cdf_laplace_P (double x, double a)
Function: double gsl_cdf_laplace_Q (double x, double a)
Function: double gsl_cdf_laplace_Pinv (double P, double a)
Function: double gsl_cdf_laplace_Qinv (double Q, double a)

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