Log-Laplace distribution

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In probability theory and statistics, the log-Laplace distribution is the probability distribution of a random variable whose logarithm has a Laplace distribution. If X has a Laplace distribution with parameters μ and b, then Y = eX has a log-Laplace distribution. The distributional properties can be derived from the Laplace distribution. For example, the cumulative distribution function for Y when y > 0, is

F(y) = 0.5\,[1 + \sgn(\log(y)-\mu)\,(1-\exp(-|\log(y)-\mu|/b))].
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