According to the Wiki article on the Laplace distribution,
F(x)=x∫−[infinity]f(u)du={12exp(x−μb)if x<μ1−12exp(−x−μb)if x≥μ,
where
f(x|μ,b)=12bexp(−|x−μ|b).
I get the x<μ case. But for the other one, if I evaluate the integral, I get
x∫−[infinity]12bexp(−u−μb)du=−12exp(−u−μb),
But why should I get 1 if I substitute in −[infinity]?
