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Probability density function for the Laplace distribution
gnuplot source under GPL:
dlaplace(x,mu,b) = 0.5/b * exp(-abs(x-mu)*1.0/b)
plaplace(x,mu,b) = 0.5*(1 + sgn(x-mu)*(1-exp(-abs(x-mu)*1.0/b)))
qlaplace(p,mu,b) = mu - b * sgn(p-0.5) * log(1 - 2*abs(p-0.5))
set samples 1001
set terminal postscript enhanced color solid lw 2 "Times-Roman" 20
set output
set xtics -10,2
set ytics 0,0.1
f(x,y,z) = dlaplace(x,y,z)
set yrange [0:0.55]
#f(x,y,z) = plaplace(x,y,z)
#set key bottom
plot [-10:10] \
f(x, 0,1) title "{/Symbol m} = 0, {/Times-Italic b} = 1", \
f(x, 0,2) title "{/Symbol m} = 0, {/Times-Italic b} = 2", \
f(x, 0,4) title "{/Symbol m} = 0, {/Times-Italic b} = 4", \
f(x,-5,4) title "{/Symbol m} = -5, {/Times-Italic b} = 4"
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