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Laplace (VSL_RNG_METHOD_LAPLACE_ICDF)

Random number generator of the Laplace distribution with parameters
a
and
β
. You can generate any successive random number
x
of the Laplace distribution by the inverse transformation method from the formula:
where
u
1
,
u
2
is a pair of successive random numbers of a uniform distribution over the interval (0, 1).

Product and Performance Information

1

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Notice revision #20110804