public void ValidateDensity(double location, double scale, double x)
{
var n = new Laplace(location, scale);
double expected = Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale);
Assert.AreEqual(expected, n.Density(x));
Assert.AreEqual(expected, Laplace.PDF(location, scale, x));
}