The Laplace Distribution

Random: double gsl_ran_laplace (const gsl_rng * r, double a)

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

for @math{-\infty < x < \infty}.

Function: double gsl_ran_laplace_pdf (double x, double a)

This function computes the probability density @math{p(x)} at x for a Laplace distribution with mean a, using the formula given above.