# Laplace pdf

The Laplace probability density function $f \colon \mathbb{R} \rightarrow \mathbb{R}$ for $\mu \in \mathbb{R}$ and $b>0$ by $$f(x) = \dfrac{1}{2b} \exp \left(-\dfrac{|x-\mu|}{b} \right),$$ where $\exp$ denotes the exponential function.