numpy.random.laplace¶

numpy.random.laplace(loc=0.0, scale=1.0, size=None)¶

Laplace or double exponential distribution.

It has the probability density function

$f(x; \mu, \lambda) = \frac{1}{2\lambda} \exp\left(-\frac{|x - \mu|}{\lambda}\right).$

The Laplace distribution is similar to the Gaussian/normal distribution, but is sharper at the peak and has fatter tails.

Parameters:

loc : float

The position, $\mu$ , of the distribution peak.

scale : float

$\lambda$ , the exponential decay.