dist_laplace: The Laplace distribution

In distributional: Vectorised Probability Distributions

The Laplace distribution

Description

The Laplace distribution, also known as the double exponential distribution, is a continuous probability distribution that is symmetric around its location parameter.

Usage

dist_laplace(mu, sigma)

Arguments

mu	The location parameter (mean) of the Laplace distribution.
sigma	The positive scale parameter of the Laplace distribution.

Details

We recommend reading this documentation on pkgdown which renders math nicely. https://pkg.mitchelloharawild.com/distributional/reference/dist_laplace.html

In the following, let X be a Laplace random variable with location parameter mu = \mu and scale parameter sigma = \sigma.

Support: R, the set of all real numbers

Mean: \mu

Variance: 2\sigma^2

Probability density function (p.d.f):

f(x) = \frac{1}{2\sigma} \exp\left(-\frac{|x - \mu|}{\sigma}\right)

Cumulative distribution function (c.d.f):

F(x) = \begin{cases} \frac{1}{2} \exp\left(\frac{x - \mu}{\sigma}\right) & \text{if } x < \mu \\ 1 - \frac{1}{2} \exp\left(-\frac{x - \mu}{\sigma}\right) & \text{if } x \geq \mu \end{cases}

Moment generating function (m.g.f):

E(e^{tX}) = \frac{\exp(\mu t)}{1 - \sigma^2 t^2} \text{ for } |t| < \frac{1}{\sigma}

See Also

extraDistr::Laplace

Examples

dist <- dist_laplace(mu = c(0, 2, -1), sigma = c(1, 2, 0.5))

dist
mean(dist)
variance(dist)
skewness(dist)
kurtosis(dist)

generate(dist, 10)

density(dist, 0)
density(dist, 0, log = TRUE)

cdf(dist, 1)

quantile(dist, 0.7)

distributional documentation built on June 11, 2026, 9:07 a.m.