ENH: Add scipy.stats.multivariate_laplace #18186

### Is your feature request related to a problem? Please describe.

### Proposed new feature or change:

I am interested in submitting a new feature proposal as an issue. Specifically, I have noticed that scipy.stats.laplace only allows for the specification of location (mean) and scale (decay) parameters, and does not have an option for Multivariate Laplace. Conversely, while scipy.stats.multivariate_normal is available for normal distribution, there is currently no equivalent for multivariate Laplace.

`mean = [0, 0]`
`cov = [[1, 0], [0, 100]]`
`x, y = scipy.stats.multivariate_normal(mean, cov).T`
`loc, scale = 0., 1.`
`s = scipy.stats.laplace(loc, scale, 1000)`



### Describe the solution you'd like.

I want to implement a new function multivariate_laplace 
scipy.stats.multivariate_laplace 
A multivariate laplace random variable.

The mean keyword specifies the mean. The cov keyword specifies the covariance matrix.

Parameters:
mean: array_like
Mean of the distribution.

cov: array_like 
Symmetric positive (semi)definite covariance matrix of the distribution.

allow_singularbool, default: False
Whether to allow a singular covariance matrix. This is ignored if cov is a [Covariance]

seed{None, int, np.random.RandomState, np.random.Generator}, optional
Used for drawing random variates. If seed is None, the RandomState singleton is used. If seed is an int, a new RandomState instance is used, seeded with seed. If seed is already a RandomState or Generator instance, then that object is used. Default is None.
_______________________________________________
SciPy-Dev mailing list -- [email protected]
To unsubscribe send an email to [email protected]
https://mail.python.org/mailman3/lists/scipy-dev.python.org/
Member address: [email protected]