LaplaceDistribution

LaplaceDistribution[μ, β] represents a Laplace double-exponential distribution with mean μ and scale parameter β.

LaplaceDistribution[] represents a Laplace double-exponential distribution with mean 0 and scale parameter 1.

Examples

Define a Laplace distribution:

dist = LaplaceDistribution[0, 1]

Compute the mean and variance:

{Mean[dist], Variance[dist]}
(* {0, 2} *)

Plot the PDF:

Plot[PDF[LaplaceDistribution[0, 1], x], {x, -5, 5}]

Please visit the official Wolfram Language Reference for more details.