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The laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes called the double exponential distribution, because it can be thought of as two exponential distributions (with an additional location parameter) spliced together back-to-back, but the term double exponential distribution is also sometimes used to refer to the Gumbel distribution. The Laplace distribution, similar to the gumbel distribution, is defined by two parameters: the location, μ and the scale, β.
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