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Search options not deleted user 54646

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 …
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