pdflap: Probability Density Function of the Laplace Distribution
Description
This function computes the probability density of the Laplace distribution given parameters (\(\xi\) and \(\alpha\)) computed by parlap. The probability density function is
$$f(x) = (2\alpha)^{-1} \exp(Y)\mbox{,}$$
where \(Y\) is
$$Y = \left(\frac{-|x - \xi|}{\alpha}\right)\mbox{.}$$
Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.