Paul, John, I've done a first commit to the sandbox! 1) sandbox\math_toolkit\boost\math\distributions\laplace.cpp 2) sandbox\math_toolkit\libs\math\test\test_laplace.cpp ..more later! (doc's, equations, charts, discussion) The unit test file was (is) quite a lot of work, ..there are *so many* things to consider/check. How about this: We could write some generic test based on the properties of distributions... General relations: 1) quantile(cdf(x)) == x 2) hazard(x) = pdf(x)/(1-cdf(x)) 3) pdf(x,location,scale) = pdf( (x-location)/scale, 0, 1)/scale 4) cdf(x,location,scale) = cdf( (x-location)/scale, 0, 1) 5) cdf(complement(N,x)) = cdf(N(-x)) 6) quantile(complement(N,p)) = quantile(N(-x,1-p)) perhaps some automatic checking (for all distribution) of error throwing 7) support <-> cdf, pdf 8) quantile <-> p=0, p=1 And some generic test for distributions with specific properties Symmetric distributions: pdf(x) = pdf(-x) cdf(x) = 1-cdf(-x) etc. we could write template functions for that, that get passed a set of 'x' values etc -- SITMO Quantitative Financial Consultancy - Software Development M.A. (Thijs) van den Berg Tel.+31 (0)6 2411 0061 Fax.+31 (0)15 285 1984 thijs@sitmo.com <mailto:thijs@sitmo.com> - www.sitmo.com <http://www.sitmo.com>