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gnuplot source under GPL:

dlaplace(x,mu,b) = 0.5/b * exp(-abs(x-mu)*1.0/b)
plaplace(x,mu,b) = 0.5*(1 + sgn(x-mu)*(1-exp(-abs(x-mu)*1.0/b)))
qlaplace(p,mu,b) = mu - b * sgn(p-0.5) * log(1 - 2*abs(p-0.5))

set samples 1001
set terminal postscript enhanced colour solid lw 2 "Times-Roman" 20
set output

set xtics -10,2
set ytics 0,0.1

f(x,y,z) = dlaplace(x,y,z)
set yrange [0:0.55]

#f(x,y,z) = plaplace(x,y,z)
#set key bottom

plot [-10:10] \
   f(x, 0,1) title "{/Symbol m} =  0, {/Times-Italic b} = 1", \
   f(x, 0,2) title "{/Symbol m} =  0, {/Times-Italic b} = 2", \
   f(x, 0,4) title "{/Symbol m} =  0, {/Times-Italic b} = 4", \
   f(x,-5,4) title "{/Symbol m} = -5, {/Times-Italic b} = 4"

This work is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or any later version. This work is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See version 2 and version 3 of the GNU General Public License for more details.http://www.gnu.org/licenses/gpl.htmlGPLGNU General Public Licensetruetrue