ht)
. \]</span> Note that the double exponential distribution is parameterized in terms of the scale, in contrast to the exponential distribution (see section <a href="exponential-distribution.html#exponential-distribution">exponential distribution</a>), which is parameterized in terms of inverse scale.</p>
<p>The double-exponential distribution can be defined as a compound exponential-normal distribution. Specifically, if <span class="math display">\[ \alpha \sim
\mathsf{Exponential}\left( \frac{1}{\lambda