new;

library pgraph;graphset;

format /rd 10,8;

rndseed 1166;

timedt;
n = 100;
x = zeros(n,1);

/*Generate random variates from a Laplace distribution*/

for j (1, n, 1);

    z_i = rndn(1,1);

    w_i = .5*exp(-abs(z_i))*inv(pdfn(z_i));

    x[j] = w_i*z_i;

endfor;

x;
histp(x,50);

end;