Laplace Random Variate

Laplace Random Variate

The probability density function, f(x), for a random variable distributed according to Laplace's distribution value is
f(x) =
e -|x| / 2 for -∞ < x < ∞

Function List

  • double Laplace_Random_Variate( void )

    This function returns X where X is a random variable with the density given above.

Source Code

C source code is available for this routine: