l (Laplace) Distribution</h2>
<div id="probability-density-function-5" class="section level3">
<h3><span class="header-section-number">15.7.1</span> Probability Density Function</h3>
<p>If <span class="math inline">\(\mu \in \mathbb{R}\)</span> and <span class="math inline">\(\sigma \in \mathbb{R}^+\)</span>, then for <span class="math inline">\(y \in \mathbb{R}\)</span>, <span class="math display">\[ \text{DoubleExponential}(y|\mu,\sigma) =
\frac{1}{2\sigma}   \exp \left( - \, \frac{|y - \mu|}{\sigma} \rig