Laplace distribution
| Notation | $x\sim\mathcal{L}(\lambda)$ |
| $\frac{1}{2\lambda} \exp \left(-\lambda{|x-\mu|} \right) \,$ | |
| cdf | ${1\over 2}+{1\over 2}\operatorname{sign}(x-\mu)\left(1=\exp\left\{ -\lambda{|x-\mu|} \right\} \right)$ |
| EV | $\mu$ |
| Var | $2\lambda^{-2}$ |
| Char. function | ${\exp(\mu\,i\,t)}\over {1+\lambda^{-2}\,t^2}$ |
| Entropy | $1+log(2/\lambda)$ |
| Exponential family |