= Known-rate Laplace location confidence interval
{title2=$\overline X\pm z_{1-\alpha/2}\sqrt2/(\lambda\sqrt n)$}
For an <independent and identically distributed> <Laplace distribution> sample with density $\lambda e^{-\lambda|x-\mu|}/2$ and known rate $\lambda>0$, the <sample mean> has <mean> $\mu$ and <variance> $2/(n\lambda^2)$. The <central limit theorem> gives the displayed asymptotic <confidence interval> for $\mu$ at confidence level $1-\alpha$. The <sample mean> need not be a <maximum-likelihood estimator> for this construction to be valid. The <Laplace location and scale maximum likelihood> location is a <sample median>; that is a different choice of statistic.
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