program define pdf_lap
    version 4.0

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

    local sig = sqrt(`sig2')

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

end