Fitting a Laplacean distribution to the data in Stata

remat

New Member
#1
Hi to everyone! (as this is my first post on the TalkStats)

I am trying to figure out whether there exists a function in Stata that allows one to fit a Laplacean distribution to the data. As I am currently investigating sample distributions of stock market returns and FX fluctuations, this fit would be very desirable.

If such a function does not exist yet, can someone please point to some good (intuitive) online resources on Mata?

Thanks in advance to all contributors for help! :)
 

remat

New Member
#3
Thank you, BGM.

Perhaps I did not make myself sufficiently clear. To start with, I would only like to superimpose the Laplacean density function on the histogram of my data (aforementioned stock and FX examples). I would like to achieve an effect similar to this:

 

Dason

Ambassador to the humans
#5
I don't know STATA but just for reference the Laplacean distribution is also referred to as the double exponential distribution sometimes.