program define laplace
    version 4.0

    local mu    = `1'
    local sig2  = `2'
    local x     ="`3'"
    local fx    ="`4'"

    local sig = sqrt(`sig2')

    local xmin = `mu'-2.722*`sig'
    local xmax = `mu'+2.722*`sig'

    replace `fx' = exp(-sqrt(2)*abs(`x'-`mu')/`sig')/sqrt(2*`sig2')

end