+1 862 207 3288 We can Integrate Laplace distribution easily as it uses absolute value function. Its cumulative distribution function is discussed in coming paragraph.
The inverse cumulative distribution function is given by generating random variables. According to the Laplace distribution, a random variable U is drawn from a uniform distribution in the Interval of (- ½ .1/2). The Random variable has Laplace distribution as the parameter µ and b this follows from the inverse cumulative distribution function. A Laplace (0, b) Variable can also be generated as the difference between the two independent identical distribution (Dyke, 2000)
