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Use this tag when asking questions about the Laplace distribution. This probability distribution is sometimes called the double exponential distribution (not to be confused with the Gumbel distribution).
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Multivariate Laplace distribution
For those who wish to see how the multivariate Laplace looks like in the two-dimensional case, I've attached a histogram of Laplace with mean 0 and scale 1 and identity covariance, using Wolfram Mathe …