Laplace distribution https://en.wikipedia.org/wiki/Laplace_distribution a.k.a. double exponential distribution. f(x∣μ,b)=12bexp(−∣x−μ∣b) f(x|\mu, b) = \frac{1}{2b} \exp \left( -\frac{|x-\mu|}{b} \right) f(x∣μ,b)=2b1exp(−b∣x−μ∣)