I'm trying to find the CDF of this function, need some help.
$\displaystyle f(x)=\frac{\lambda}{2}e^{-\lambda|x-\mu|} \mbox{ for }-\infty<x<\infty$
I know I should consider when $\displaystyle x\leq\mu$ and when $\displaystyle x\geq\mu$ But I'm not sure how to integrate to get the CDF. Any help is appreciated! Thanks.