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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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19.6 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.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition