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diff --git a/octave_packages/m/statistics/distributions/laplace_pdf.m b/octave_packages/m/statistics/distributions/laplace_pdf.m
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+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave 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 3 of the License, or (at
+## your option) any later version.
+##
+## Octave 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 the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} laplace_pdf (@var{x})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the Laplace distribution.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: PDF of the Laplace distribution
+
+function pdf = laplace_pdf (x)
+
+  if (nargin != 1)
+    print_usage ();
+  endif
+  
+  if (iscomplex (x))
+    error ("laplace_pdf: X must not be complex");
+  endif
+
+  pdf = exp (- abs (x)) / 2;
+
+endfunction
+
+
+%!shared x,y
+%! x = [-Inf -log(2) 0 log(2) Inf];
+%! y = [0, 1/4, 1/2, 1/4, 0]; 
+%!assert(laplace_pdf ([x, NaN]), [y, NaN]);
+
+%% Test class of input preserved
+%!assert(laplace_pdf (single([x, NaN])), single([y, NaN]));
+
+%% Test input validation
+%!error laplace_pdf ()
+%!error laplace_pdf (1,2)
+%!error laplace_pdf (i)
+